Publications & Forthcoming Papers
(1) "Incorporation in Offshore Incorporation: Naughty or Nice?" with Warren Bailey, International Review of Finance, forthcoming
(2) "Global Spillover of a Chinese Growth Slowdown", with Shaghil Ahmed, Ricardo Correa, Daniel Dias, Nils Gornemann, Jasper Hoek, Anil Jain, and Anna Wong), Journal of Risk and Financial Management, 15(12), 596, December 2022
(3) "The Effects of Foreign Lending on Domestic Loans: An Analysis from Global Banks" with Jonathan Pogach, Economic Letters, v.156, 151-154, July 2017.
(4) “Disaster Risk and Asset Returns: An International Perspective” with Karen K. Lewis, Journal of International Economics, v. 108, S42 - S58, May 2017.
(5) “Portfolio Diversification and International Corporate Bonds" , Journal of Financial and Quantitative Analysis, v. 51, 959-983, July 2016.
(6) “Evaluating international consumption risk sharing gains: an asset return view” with Karen K. Lewis, Journal of Monetary Economics, v. 71, 84-98, April 2015.
(7) “Financial Engineering for the Farm Problem” with Calum G. Turvey and Joshua Woodard, Agricultural Finance Review, v. 74, no. 2, pp. 271-286, May 2014.
Working Papers
"Using Asset Prices To Value Exchange Rate Wedges", with Karen Lewis, (under revision)
Previously circulated as: "How Can Asset Prices Value Exchange Rate Wedges?", NBER WP, 2022
“Global Banks and Syndicated Loan Spreads: Evidence from US Banks”, with Jonathan Pogach, Nov 2017
Work in Progress
"International Corporate Spreads and Real Economic Activity: A modified Approach", with Andreas Rapp, 2023
"Capital Flow Volatility: Does It Matter?", with Carol Bertaut and Ruth Judson, 2018
"Habits, Heterogeneous Preferences, and Risk Sharing", 2012