Published Papers

[12] Robustness and Dynamic Sentiment, w/ Pascal J. Maenhout and Hao Xing

Journal of Financial Economics, forthcoming

[11] Model Complexity, Expectations, and Asset Prices, w/ Pooya Molavi and Alireza Tahbaz-Salehi

Review of Economic Studies, 2024, 91, 2462-2507. Online Appendix

[10] Global Factor Structure of Exchange Rates , w/ Sofonias Korsaye and Fabio Trojani

Journal of Financial Economics, 2023, 148(1), 21-46. Editor's Choice

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

Journal of Financial Economics, 2021, 141(3), 860-880.

[8] Model-Free International Stochastic Discount Factors,  w/ Mirela Sandulescu and Fabio Trojani

Journal of Finance, 2021, 76(2), 935-976.

[7]  Interest Rate Risk Management in Uncertain Times | online appendix  | w/ Lorenzo Bretscher and Lukas Schmid

Review of Financial Studies, 2018, 31(8), 3019-3060.

[6]  International Correlation Risk | online appendix | w/ Philippe Mueller and Andreas Stathopoulos

Journal of Financial Economics, 2017, 126(2), 270-299.

[5]  Bond Variance Risk Premiums | online appendix | w/ Hoyong Choi and Philippe Mueller

Review of Finance, 2017, 21(3), 987-1022.

[4]  Exchange Rates and Monetary Policy Uncertainty, w/ Philippe Mueller and Alireza Tahbaz-Salehi

Journal of Finance, 2017, 72(3), 1213-1252.

[3]  Mortgage Risk and the Yield Curve, w/ Aytek Malkhozov, Philippe Mueller, and Gyuri Venter

Review of Financial Studies, 2016, 29(5), 1220-1253.

[2]  When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia, w/ Andrea Buraschi and Fabio Trojani

Journal of Finance, 2014, 69(1), 101-136.

[1]  Economic Uncertainty, Disagreement, and Credit Markets, w/ Andrea Buraschi and Fabio Trojani

Management Science, 2014, 60(5), 1281-1296.