Work in Progress

17.)    "Monetary Policy Guidance and the Cross-section of Returns." With Sudheer Chava, Soohun Kim, and Heungju Park

18.)   "The Co-movement of Stock and Bond Volatility."  With Olesya Grishchenko, Francisco Palomino, and Charles Qian.

19.)   "Bond Risk Premia around FOMC Announcements" With Robert Dittmar, Guillaume Roussellet, and Peter Simasek.