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Publications
[1] Who Should Buy Stocks When Volatility Spikes? [link]
Journal of Financial Markets, Vol. 60, 100702. Sep 2022.
[2] Risk Sharing and the Term Structure of Interest Rates [link]
UCLA Marcia & Herbert Howard Macroeconomics Best Paper Award
Dimensional Fund Advisors Distinguished Paper Award
The Journal of Finance, Vol. 77, pp. 2331-2374. May 2022.
[3] A Macrofinance View of US Sovereign CDS Premiums [link]
(with Mike Chernov and Lukas Schmid).
Arthur Warga Best Fixed Income Paper Award SFS Cavalcade 2016
The Journal of Finance, Vol. 75, pp. 2809-2844. May 2020.
[4] Liquidity Shocks, Business Cycles and Asset Prices [link]
(with Saki Bigio)
European Economic Review, Vol. 97, pp 108-130. Aug 2017.
Working Papers
[5] Financial Intermediaries and the Yield Curve [December 2024, link]
The Review of Financial Studies, conditionally accepted
[6] Why Does the Yield Curve Predict GDP Growth? The Role of Banks [July 2023, SSRN]
(with Min Wei and Camelia Minoiu)
[7] Banks' Risk Exposures and the Zero Lower Bound [June 2024, link]
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