Working Papers
"The Hedging Channel of Exchange Rate Determination" (with Gordon Y. Liao)
Revise and resubmit, Review of Financial Studies
[Slides] [SSRN] [VoxEU Article]
"Understanding the Strength of the Dollar" (with Zhengyang Jiang and Robert Richmond)
Revise and resubmit
[SSRN]
"Amplification and Risk-Sharing in the Global Financial Network" (with Leslie Sheng Shen)
[SSRN]
"A Financial New Keynesian Model" (with Thomas M. Mertens)