Publications
"A Portfolio Approach to Global Imbalances" (with Zhengyang Jiang and Robert Richmond)
Forthcoming, Journal of Finance
"A Risk-based Theory of Exchange Rate Stabilization" (with Tarek A. Hassan and Thomas M. Mertens)
The Review of Economic Studies, (June, 2022)
[SSRN] [NBER Working Paper] [Problem Set][Mathematica Notebook]
Previous versions of this paper were circulated under the title “Currency Manipulation.”
"Monetary Policy Spillovers through Invoicing Currencies"
Journal of Finance, (2022) 77(1), pp. 129 - 161
"The Economics of Currency Risk" (with Tarek A. Hassan)
Annual Review of Economics (2021) 13, pp. 281 - 307 281-3
[Slides Latex] [SSRN] [NBER Working Paper] [Data]
"Not So Disconnected: Exchange Rates and the Capital Stock" (with Tarek A. Hassan and Thomas M. Mertens)
Journal of International Economics (2016) 99, pp. S43-S57
[Slides] [SSRN] [NBER Working Paper]