Active working papers

• "Twin Stars: Neutral Rates and Currency Risk Premia," (with Jean-Sebastien Fontaine and Ingomar Krohn). [WWW]

• "Disappointment aversion preferences and Option Pricing,'' (with  Lerby Ergun) . [WWW] [Slides]

• "Why Do Inflation Rates Vary Across Countries?" (with Romeo Tedongap and Bingxin XING). [WWW]

• "Robust Empirical Regularities on the Heterogeneity of Inflation Across Consumer Goods ," (with Romeo Tedongap and Bingxin XING). R&R JIMF [WWW]

• "What do Bond Investors Learn from Macroeconomic News?" (with Jean-Sebastien Fontaine and Guillaume Roussellet). R&R JoF [WWW]

Works in progress

• "Bond risk-premium decomposition in Tractable Term-Structure Models," (with Jean-Sebastien Fontaine, Anh Le and Christian Lundblad)

• "Secular Economic Changes, Bond and Equity Yields,'' (with  Jean-Sebastien Fontaine)

Permanent working papers

• "Modeling Daily Variations of the Growth and Inflation Joint Distribution,'' (with James Kyeong, Chinara Azizova and Robert Hill). [WWW]

• "Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns," (with Ricardo Lopez Aliouchkin, Romeo Tedongap and Lai Xu). [WWW]

• "Generalized Affine Models ," 2009, (with Nour Meddahi). [WWW]