"Term Structure of Risk in Expected Returns", December 2018
"Identifying Monetary Policy in Macro-Finance Models" (with D. Backus, M. Chernov, and S. Zin), December 2018
"Correcting Misspecified Stochastic Discount Factors" (with R. Uppal and P. Zaffaroni), first draft November 2018 [available upon request]
''Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns'', Journal of Finance, 2017
"Crash Risk in Currency Returns" (with M. Chernov and J. Graveline), Journal of Financial and Quantitative Analysis, 2018
Work in progress
"Term structure of volatility and disaster risk implied by asset prices"