Working Papers & Work In Progress

Working Papers

• The Implied Equity Term Structure, with Joost Driessen and Tomas Jankauskas.

• An Anatomy of Central and Eastern European Equity Markets, with Geert Bekaert and Larissa Schäfer.

• Stock-Bond Correlations and Macro and Monetary Policy Regimes, with Frederiek Van Holle.

Work in Progress

• Equity Market Cycles, with Geert Bekaert.

• What triggers Flights-to-Safety?, with Frank de Jong and Giovanni Trebbi.

• Flights-to-Safety at Ultra High Frequency, with Frank de Jong and Zilong Niu.

• Firm and Country Determinants of Firm Betas and Contagion, with Geert Bekaert, Frank de Jong, and Zilong Niu.

• Inflation Risk Premia and Inflation Cyclicality, with Koen Inghelbrecht.