Working Papers
Endogenous persistence at the effective lower bound. With Chunbing Cai and Jordan Roulleau-Pasdeloup.
U.S. state-level business cycles since the Civil War. With Joseph Hoon, Chang Liu, and Karsten Müller. Reject and resubmit, Quarterly Journal of Economics
Regional financial crises. With Joseph Hoon, Chang Liu, Karsten Müller, and Jonathan Payne.
Publications
Stochastic arbitrage with market index options (2025). Journal of Banking & Finance, 173, 107395. With Brendan K. Beare and Juwon Seo.
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap (2023). Journal of Forecasting, 42 (5), 1205-1227. With Albert K. Tsui, Junxiang Wu, and Zhaoyong Zhang.