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Roberto Gomez Cram

I am an Assistant Professor of Finance at the London Business School. You can reach me at: rgomezcram@london.edu

CV as of Oct 2024

Research Papers

Can U.S. Treasury Markets Add and Subtract?

Last update: August, 2024, with H. Kung and H. Lustig.

The Value of Software

Revise and Resubmit (2nd round) at American Economic Review.

Last update: July, 2024, 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

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