Publications
A Macrofinance View of US Sovereign CDS Premiums [May 2020, paper]
(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 2017, paper]
(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