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Publications
[1] Who Should Buy Stocks When Volatility Spikes? [September 2022, link]
Journal of Financial Markets, Vol. 60, Sep. 2022, 100702
[2] Risk Sharing and the Term Structure of Interest Rates [August 2022, link]
UCLA Marcia & Herbert Howard Macroeconomics Best Paper Award
Dimensional Fund Advisors Distinguished Paper Award
The Journal of Finance, Vol. 77, pp. 2331-2374.
[3] A Macrofinance View of US Sovereign CDS Premiums [May 2020, 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.
[4] Liquidity Shocks, Business Cycles and Asset Prices [August 2017, link]
(with Saki Bigio)
European Economic Review, Vol. 97, pp 108-130
Working Papers
[5] Financial Intermediaries and the Yield Curve [June 2022, link]
[6] Why Does the Yield Curve Predict GDP Growth? The Role of Banks [November 2022, link]
(with Min Wei and Camelia Minoiu)
Work in Progress
[7] Banks' Risk Exposures at the Zero Lower Bound [Coming soon!]
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