Publications in Chronological Order
Publications in Chronological Order
Embedded Files
[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.
Winner of the IF2018 Best Paper Award (sponsored by NBIM)
featured in NBER Research Spotlight
[18] The Leading Premium.
Review of Financial Studies, 2023, Volume 36(8)
With T. Marchuk and C. Schlag.
[19] 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:
[20] Concealed Carry.
Journal of Financial Economics, 2024, Vol 159, September Lead article.
With S. Andrews, R. Colacito and F. Gavazzoni
Winner of the `Best paper Award at the VSFX 2021' (10,000EUR)
[21] Volatility (Dis)Connect in International Markets
Management Science 2025, forthcoming
With R. Colacito, Y. Liu and I. Shaliastovich
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