"A Test of the Efficiency of a Given Portfolio in High Dimensions" (with B. Kelly, S. Malamud, and J. Schwab), September 2025
"Reassessing Sources of Risk Premiums in Currency Markets" (with M. Dahlquist and L. Lochstoer), April 2025
"What do financial markets say about the exchange rate?" (with V. Haddad and O. Itskhoki), October 2025
"A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," (with A. R. Gallant; E. Ghysels; G. Tauchen), October 1999