Demand-and-Suppply Imbalance Risk and Long-Term Swap Spreads
with S.G. Hanson and G. Venter, JFE, 2024 

Can Cross-Border Funding Frictions Explain Financial Integration Reversals?
with A. Akbari and F. Carrieri, RFS, 2022 

Expectations and Aggregate Risk
with L. Bretscher and A. Tamoni, JME, 2021

Mortgage Risk and the Yield Curve
with P. Mueller, A. Vedolin, and G. Venter, RFS, 2016

Does Variance Risk Have Two Prices?
with L. Barras, JFE, 2016; online appendix

How Have Central Banks Implemented Negative Policy Rates?
with M. Bech, BIS QR, 2016; FT, FT, WSJ, WSJ, BBG, CNN

Asset Prices in Affine Real Business Cycle Models
JEDC, 2014

Distorted Beliefs and Asset Prices
with L. Bretscher, A. Tamoni, and H. Yang

News Shocks and the Natural Rate of Interest
with L. Bretscher and A. Tamoni

Funding Liquidity, Funding Risk, and Global Stock Returns
with P. Mueller, A. Vedolin, and G. Venter; online appendix

Market Integration and Global Crashes
with S. Malamud, CEPR Discussion Paper 11468