Interest Rate Risk Management in Uncertain Times, w/ Lorenzo Bretscher and Lukas Schmid

Firm-level hedging data can be found here

Bond Variance Risk Premiums, w/ Hoyong Choi and Philippe Mueller

Treasury-implied volatility can be found here

Central Bank Communication and the Yield Curve, w/ Matteo Leombroni, Paul Whelan and Gyuri Venter

ECB Monetary Policy Shocks can be found here | Updated until December 2020