Expectation-Driven Term Structure of Equity and Bond Yields, joint with Guihai Zhao, Journal of Monetary Economics, forthcoming
Currency Carry, Momentum, and Global Interest Rate Uncertainty, Journal of Financial and Quantitative Analysis , Volume 60 , Issue 2 , March 2025 , pp. 839 - 873
On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different?, with Paulo Maio, Journal of Empirical Finance, Volume 74, December 2023, 101423
Political sentiment and MAX effect, with Shuyang Huang, The North American Journal of Economics and Finance, Volume 62, November 2022, 101760
The Term Structure of Sovereign CDS and the Cross-section of Exchange Rate Predictability, with Giovanni Calice, International Journal of Finance and Economics, 2021 Jan;26(1):445-58.
Understanding US Firm Efficiency and its Asset Pricing Implications, joint with Giovanni Calice and Levent Kutlu, Empirical Economics, Volume 60, 2021, pages 803–827