Research
Research Interests:
Research Interests:
Asset Pricing
Investments
Sovereign Bonds
International Finance
Publications
Publications
Sovereign Bonds, Coskewness, and Monetary Policy Regimes, with John Wald and Zijun Wang, Journal of Financial Stability, 2020
Investor Sentiment and Sovereign Bonds, Journal of International Money and Finance (Forthcoming)
Working Papers:
Working Papers:
“Higher Moments of Macro Variables and Sovereign Bonds,” with John Wald and Zijun Wang
“Wealth Management through Optimal Risk Allocation,” with Aparna Gupta and Zhi Li