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[1] Risk Sharing and the Term Structure of Interest Rates [May 2022, paper]

UCLA Marcia & Herbert Howard Macroeconomics Best Paper Award
The Journal of Finance, forthcoming

[2] Who Should Buy Stocks When Volatility Spikes?   [January 2022, paper]
Journal of Financial Markets, forthcoming

[3] A Macrofinance View of US Sovereign CDS Premiums [May 2020paper]

(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.

[4] Liquidity Shocks, Business Cycles and Asset Prices [August 2017paper]

(with Saki Bigio

European Economic Review, Vol. 97, pp 108-130

Working Papers

[5] Financial Intermediaries and the Yield Curve  [June 2022, paper]
Work in Progress
[6] Why Does the Yield Curve Predict GDP Growth? The Role of Banks  [Coming soon!]
(with Min Wei and Camelia Minoiu)