"An anatomy of currency strategies: The role of emerging markets" (with M. Dahlquist and L. Lochstoer), July 2024

"What do financial markets say about the exchange rate?" (with V. Haddad and O. Itskhoki), May 2024

"The real channel for nominal bond-stock puzzles," (with L. Lochstoer and D. Song), April 2023

"A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," (with A. R. Gallant; E. Ghysels; G. Tauchen), October 1999