Home         Research         CV

Publications

[1] Risk Sharing and the Term Structure of Interest Rates [August 2021, paper]

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

[2] Who Should Buy Stocks When Volatility Spikes?   [August 2021, paper]
Journal of Financial Markets, forthcoming

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

(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, paper]

(with Saki Bigio) 

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

Working Papers

​

[5] 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)