Research

Publications

• Demographics and Monetary Policy Shocks (with C. Curtis, S. Lugauer, and N. Mark), Journal of Money, Credit and Banking (May 2021).

• Asymmetric effects of sectoral shifts under low and high uncertainty (with N. Vu), Economic Inquiry, (March 2021), 59, 1149-1171.

• International spillovers of U.S. financial volatility (with N. Vu), Journal of International Money and Finance, (Oct. 2019), 97, 19-34.

• Where's the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium (with N. Mark), Journal of International Money and Finance, (July 2019), 95, 297-316.

• Measures of global uncertainty and carry-trade excess returns (with N. Mark), Journal of International Money and Finance, (Nov. 2018), 88, 212-227.

• Global macro risks in currency excess returns (with N. Mark), Journal of Empirical Finance, (Jan. 2018), 45, 300-315.

• Third-country effects on the exchange rate (with N. Mark), Journal of International Economics, (July 2015), 96, 227-243.

Working Papers and Work in Progress

• Uncertainty, Long-Run, and Monetary Policy Risks in a Two-Country Macro Model (with N. Mark) [Revise & Resubmit].

• Monetary Policy and Welfare in a Multi-Country World

• Welfare Consequences of Currency Union Membership