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

(with Mike Chernov and Lukas Schmid). ArthurWarga Best Fixed Income Paper Award SFS Cavalcade 2016

The Journal of Finance, Vol. 75, pp 2809-2844.

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

(with Saki Bigio

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

Working Papers
Risk Sharing and the Term Structure of Interest Rates [paper]
Under revision

Who Should Buy Stocks When Volatility Spikes?   [paper]
Under revision
Financial Intermediaries and the Yield Curve  [Draft available upon request]
Work in Progress
Why Does the Yield Curve Predict GDP Growth? The Role of Banks  [Coming soon!]
(with Min Wei)