Working Papers:
Aggregate Ambiguity Preference and the Cross-Currency Basis (SSRN Download) (Slides) (Audio) - JMP
Rational Credit Cycles (SSRN Download) (Slides) (Audio) - Best PhD Student Paper Award, Southern Finance Association Meeting 2025
Ambiguity Preference and Credit Asset Returns (SSRN Download) (Slides) (Audio)
Ambiguity Aversion in Sovereign Credit Risk (SSRN Download) (Audio)
Ambiguity and Insurance-Linked Securities (SSRN Download) (Audio)
Hyperbolic Discounting and Rates Market (SSRN Download) (Audio)
Time Preference and Forward Premium (SSRN Download) (Audio)
Time Preference and Commodity Assets (SSRN Download) (Audio)
Present Bias and Gold Calendar Spread (SSRN Download) (Audio)