Roberto Gomez Cram

Fiscal Redistribution Risk in Treasury Markets

First version: March 2025, with H. Kung, H. Lustig and D. Zeke.

Government Spending and Rising Industry Stars

First version: February 2025, with Y. Guo, H. Kung and L. Mecca.

Can U.S. Treasury Markets Add and Subtract?

A Note on CBO Cost Estimates and Budget Targets

First version: July 2023. Last update: August, 2024, with H. Kung and H. Lustig.

The Value of Software

American Economic Review, conditionally accepted, with A. Lawrence​

Government Debt in Mature Economies. Safe or Risky?

Jackson Hole Economic Symposium Proceedings, 2024, with H. Kung and H. Lustig

Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices

Review of Financial Studies, 2024, with F. Bianchi and H. Kung

Measuring the Expected Effects of the Global Tax Reform

Review of Financial Studies, 2023, with M. Olbert

Threats to Central Bank Independence: High-Frequency Identification with Twitter

Journal of Monetary Economics, 2023, with F. Bianchi,  T. Kind and H. Kung

Late to Recessions:  Stocks and the Business Cycle

Journal of Finance, 2022

Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak

Journal of Financial Economics,  2022, with M. Grotteria

How Important are Inflation Expectations for the Nominal Yield Curve?

Review of Financial Studies, 2021, with A. Yaron