Gone with the Vol: A Decline in Asset Return Predictability during the Great Moderation (with Alex Hsu and Charles Qian), Management Science, Vol. 69, Issue 5, 2023.
Real and Nominal Equilibrium Yield Curves (with Erica X.N. Li and Alex Hsu), Management Science, Vo. 67, Issue 2, 2021.
Term Premium Dynamics and the Taylor Rule (with Michael Gallmeyer, Burton Hollifield and Stanley Zin), The Quarterly Journal of Finance, Vol. 7, No. 4, 2017.
Leisure Preferences, Long-Run Risks, and Human Capital Returns (with Robert Dittmar and Wei Yang), The Review of Asset Pricing Studies, Issue 6(1), 2016.
A Simple Nonnegative Process for Equilibrium Models (with Alex Hsu), Economics Letters, Volume 132, 2015. Code: ARG Solver.
Nominal Rigidities, Asset Returns, and Monetary Policy (with Erica X.N. Li), Journal of Monetary Economics, Volume 66, September 2014.