Publications in Chronological Order

[01] The Short and Long Run Benefits of Financial Integration.  

American Economic Review P&P 2010, Volume 100(2). 

With R. Colacito.

[02] Risks for the Long Run and the Real Exchange Rate.

Journal of Political Economy 2011, Volume 119(1). 

With R. Colacito.   

[03] The Market Price of Fiscal Uncertainty.

Journal of Monetary Economics 2012 Volume 59:5. Lead article. 

With T. Nguyen and L. Schmid.

[04] International Robust Disagreement.

American Economic Review P&P 2012, Volume 102(3). 

With R. Colacito.

[05] Fiscal Policies and Asset Prices. 

Review of Financial Studies 2012, Volume 25(9). Lead Article.

With H. Kung, T. Nguyen and L. Schmid.

[06] Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital. 

Review of Financial Studies 2013, Volume 26(2). 

With H. Ai and K. Li.  

[07] International Asset Pricing with Recursive Preferences.

Journal of Finance 2013, Volume 68:6. 

With R. Colacito.

[08] Long-Run Productivity Risk. A New Hope for Production-Based Asset Pricing?

Journal of Monetary Economics 2014, Volume 66.   

(Based on Chapter 1 of my 2007 PhD Thesis.)

[09] Investor Information, Long-Run Risk, and the Term Structure of Equity. 

Review of Financial Studies 2015, Volume 28(3). 

With M. Lettau and S. Ludvigson.

[10] News Shocks and Production-Based Term Structure of Equity Returns. 

Review of Financial Studies 2018, Volume 31(7). Lead Article (Editor's Choice), 

With H. Ai, A. Diercks and K. Li.  

Coverage:

[11] Currency Risk Factors in a Recursive Multi-Country Economy.

Journal of Finance 2018, Volume 73:6.

With R. Colacito, F. Gavazzoni and R. Ready. 

[12] BKK the EZ Way. International Long-Run Growth News and Capital Flows.

American Economic Review 2018, Vol. 108, Issue 11. 

With R. Colacito, S. Ho, and P. Howard.      

[13] Recursive Allocations and Wealth Distribution with Multiple Goods. 

Quantitative Economics 2019, Volume 10, Issue 1. 

With R. Colacito and Z. Liu.       

[14] Government Debt and the Returns to Innovation.

Journal of Financial Economics 2019,  Volume 132, Issue 3. 

With T. Nguyen, S. Raymond and L. Schmid. 

Coverage:

[15] Persistent Government Debt and Aggregate Risk Distribution.  

 Journal of Financial Economics , Volume 140, Issue 2, 2021. Lead Article.

 With T. Nguyen,  and S. Raymond. 

[16] Growth Risks, Asset Prices, and Welfare 

Economics Letters , May 2021, Volume 202.


[17] Volatility Risk Pass-Through. 

Review of Financial Studies, Volume 35, Issue 5, May 2022.

With R. Colacito, Y. Liu, and I. Shaliastovich. 

[18] The Leading Premium. 

 Review of Financial Studies, 2023, Volume 36(8) 

With T. Marchuk and C. Schlag. 

[20] When the Markets Get COVID: COntagion, Viruses, and Information Diffusion [Data]

Journal of Financial Economics, 2024, Volume 157, July

 With M.J. Arteaga-Garavito, P. Farroni, and I. Wolfskeil      

[Covid Crisis Lab, Bocconi]

Press Coverage/Video:

[19] Concealed Carry. 

 Journal of Financial Economics, 2024, Vol 159, September Lead article. 

With S. Andrews, R. Colacito and F. Gavazzoni