Research
Working papers
Publications
Finance
"How far can the long-run risk model with durable goods explain the variation of the yield curve?" (with Ryoichi Ikeda) 2024 International Review of Economics and Finance, PDF
"Credit Risk Analysis with Creditor’s Option to Extend Maturities," (with Ryoichi Ikeda) 2017 Annals of Finance Open Access
Macroeconomics
"Should Macroprudential Policy be Countercyclical?" (with Keqing Liu) 2024, Journal of Economic Dynamics & Control, PDF, supplementary materials
"Distributional effects of hiring through networks," 2016 Review of Economic Dynamics PDF
Monetary theory
"Trejos-Wright with a 2-unit bound: existence and stability of monetary steady states," (with Pidong Huang) 2015 Mathematical Social Science PDF
"The instability of some non-full-support steady states in a random matching model of money," (with Pidong Huang) 2014 Journal of Mathematical Economics
A comment on: “Efficient propagation of shocks and the optimal return on money” (with Pidong Huang) 2012 Journal of Economic Theory PDF