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Suresh M. Sundaresan

Suresh M. Sundaresan

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
8763
World Ranking
2630
National Ranking
1472

Overview

Suresh M. Sundaresan is affiliated with Columbia University in the United States. Their research primarily spans the broad field of Economics, Econometrics, and Finance with a focus on several subfields including Economics and Econometrics, Finance, Accounting, Strategy and Management, and Management Science and Operations Research.

The main topics of their work include:

  • Banking stability, regulation, efficiency
  • Housing Market and Economics
  • Insurance and Financial Risk Management
  • Market Dynamics and Volatility
  • Credit Risk and Financial Regulations
  • Corporate Finance and Governance
  • Financial Markets and Investment Strategies

Sundaresan has published extensively in several venues, with the most frequent publication outlets being:

  • SSRN Electronic Journal
  • Management Science
  • European Economic Review
  • Journal of Financial Economics
  • Journal of Monetary Economics

Recent papers authored or coauthored by Sundaresan include:

  • Liquidity regulation and banks: Theory and evidence, 2023, Journal of Financial Economics
  • Tax effects on bank liability structure, 2021, European Economic Review
  • Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress, 2022, SSRN Electronic Journal
  • The Value of a Cure: An Asset Pricing Perspective, 2020, SSRN Electronic Journal

Their collaborations include frequent coauthorship with several researchers such as Viral V. Acharya, Timothy C. Johnson, Steven Xiaofan Zheng, Sven Klingler, and Tuomas Tomunen.

Their research contributions cover a range of issues related to financial regulation, market risks, asset pricing, and the financial implications of regulatory policies. The integration of these topics reflects a focus on understanding the mechanisms that influence financial markets and banking operations under regulatory environments.

Best Publications

  • Design and Valuation of Debt Contracts

    Ronald W. Anderson;Suresh Sundaresan

  • Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth

    Suresh M. Sundaresan

  • Does default risk in coupons affect the valuation of corporate bonds?: A contingent claims model

    In Joon Kim;Krishna Ramaswamy;Suresh Sundaresan

  • Debt Valuation, Renegotiation, and Optimal Dividend Policy

    Hua Fan;Suresh M. Sundaresan

  • Continuous-Time Methods in Finance: A Review and an Assessment

    Suresh M. Sundaresan

  • On the Design of Contingent Capital with a Market Trigger

    Suresh Sundaresan;Zhenyu Wang

  • Fixed Income Markets and Their Derivatives

    Suresh M. Sundaresan

  • Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions

    Kjell G Nyborg;Suresh M Sundaresan

  • Dynamic Investment, Capital Structure, and Debt Overhang

    Suresh Sundaresan;Neng Wang;Jinqiang Yang

  • A Comparative Study of Structural Models of Corporate Bond Yields: An exploratory investigation.

    Ronald W. Anderson;Suresh Sundaresan

  • Optimal Debt and Equity Values in the Presence of Chapter 7 and Chapter 11

    Mark Broadie;Mikhail Chernov;Suresh Sundaresan

  • Valuation, Optimal Asset Allocation and Retirement Incentives of Pension Plans

    Suresh Sundaresan;Fernando Zapatero

  • The Valuation of Options on Futures Contracts

    Krishna Ramaswamy;Suresh M. Sundaresan

  • Nontraded Asset Valuation with Portfolio Constraints: A Binomial Approach

    Jérôme Detemple;Suresh Sundaresan

  • Interest rate swaps

    Tong-sheng Sun;Suresh Sundaresan;Ching Wang

  • Bidder Behavior in Multiunit Auctions: Evidence from Swedish Treasury Auctions

    Kjell G. Nyborg;Kristian Rydqvist;Suresh M. Sundaresan

  • Strategic analysis of contingent claims

    Ronald W. Anderson;Ronald W. Anderson;Suresh Sundaresan;Pierre Tychon

  • Investment under Uncertainty with Strategic Debt Service

    Suresh Sundaresan;Neng Wang

  • The valuation of floating-rate instruments

    Krishna Ramaswamy;Suresh M. Sundaresan

  • A Review of Merton's Model of the Firm's Capital Structure with its Wide Applications

    Suresh Sundaresan

Frequent Co-Authors

Mark Broadie
Mark Broadie Columbia University
Viral V. Acharya
Viral V. Acharya New York University
Andrew Ang
Andrew Ang BlackRock (United States)
Rangarajan K. Sundaram
Rangarajan K. Sundaram New York University
Leonardo Gambacorta
Leonardo Gambacorta Bank for International Settlements
Jerome Detemple
Jerome Detemple Boston University
Mikhail Chernov
Mikhail Chernov University of California, Los Angeles
Charles M. Engel
Charles M. Engel University of Wisconsin–Madison
Sanjiv Ranjan Das
Sanjiv Ranjan Das Santa Clara University
Erwan Morellec
Erwan Morellec École Polytechnique Fédérale de Lausanne

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