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Publications
[1] Who Should Buy Stocks When Volatility Spikes?   [link]
Journal of Financial Markets, Vol. 60, Sep. 2022, 100702
[2] Risk Sharing and the Term Structure of Interest Rates [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 [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 [link]

(with Saki Bigio

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

Working Papers

[5] Financial Intermediaries and the Yield Curve  [June 2023, link] (under revision)
 
[6] Why Does the Yield Curve Predict GDP Growth? The Role of Banks  [July 2023, SSRN]
(with Min Wei and Camelia Minoiu)
[7] Banks' Risk Exposures and the Zero Lower Bound [October 2023, link]
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