Working Papers

(with Priyank Gandhi and Alberto Plazzi)
(with Bryan Kelly and Stijn Van Nieuwerburgh)
(with Francis Longstaff and Matthias Fleckenstein)
(with Ralph Koijen and Stijn Van Nieuwerburgh)

Work on FX Markets:
(with Robert Richmond)
(with Adrien Verdelhan)
(with Adrien Verdelhan and Andreas Stathopoulos) 
[This paper was formerly circulated under the title `The Term Structure of Carry Trade Risk Premia']