Does Incomplete Spanning Help to Explain Exchange Rates?
with Adrien Verdelhan (2019), American Economic Review. [Link] [slides]
with Adrien Verdelhan (2019), American Economic Review. [Link] [slides]
With Robert Richmond (2019), Review of Financial Studies (accepted), [Link]
(with Jordan Brooks and Michael Katz) [Link]
with Zhengyang Jiang, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan [Data] [Link] Reply to John Cochrane’s 07/06 blog post
With Adrien Verdelhan and Andreas Stathopoulos, (2019), American Economic Review (accepted), [Link ] [online appendix] [slides]
With Zhengyang Jiang and Arvind Krishnamurthy (2018), AEA Papers and Proceedings, [Link]
with Matthias Fleckenstein and Francis Longstaff, Review of Financial Studies. [Link]
With Priyank Gandhi and Alberto Plazzi (2019), Review of Financial Studies (accepted), [Link]
With Ralph Koijen and Stijn VanNieuwerburgh (2017), Journal of Monetary Economics. [Link]