Research
Publications
Heterogeneous Beliefs in Macroeconomic Growth Prospects and the Carry Risk Premium, Journal of Banking and Finance, 2022.
Working Papers
Assessing Bank Climate Disclosures and Their Relationship to Bank Lending (with Simpson Zhang), 2024.
Understanding the Cross-Section of CDS Returns Using Equity Options (with Diep Duong), 2022.
How Do Banks Choose Monitoring Mechanisms? 2021.
Risk and Return Trade-off in the U.S. Treasury Market (with Eric Ghysels, Anh Le, and Haoxiang Zhu), 2017.
Work in Progress
Environmental Beliefs and Bank Asset Allocation