Current Working Papers
"A New Keynesian Model for Financial Markets"
with Tony Zhang
[Paper]
"A Currency Premium Puzzle"
with Tarek A. Hassan and Jingye Wang
[Paper]
"The Optimal Supply of Central Bank Reserves under Uncertainty"
with Gara Afonso, Gabriele La Spada, and John C. Williams
[Paper]
"Trade War and the Dollar Anchor"
with Tarek A. Hassan, Jingye Wang, and Tony Zhang
Older Working Papers
"Extrapolative Expectations"
with James J. Choi
[Paper]
"Volatile Stock Markets: Equilibrium Computation and Policy Analysis"
Winner of the Francesco Paris Award
revision requested by the Review of Financial Studies
[Paper]