Countercyclical Currency Risk Premia
With Nick Roussanov and Adrien Verdelhan (2013), Journal of Financial Economics. [Link]
With Nick Roussanov and Adrien Verdelhan (2013), Journal of Financial Economics. [Link]
With Stijn Van Nieuwerburgh and Adrien Verdelhan (2013), Review of Asset Pricing Studies. [Link]
International Journal of Central Banking (2013), prepared for the 4th IJCB Financial Stability Conference.
With Adrien Verdelhan (2012), Journal of Monetary Economics. [Link]
With YiLi Chien and Hal Cole (2012), American Economic Review, forthcoming [Link]
Handbook of Exchange Rates (2012), edited by Jessica James, Ian W. Marsh, and Lucio Sarno, John Wiley & Sons. [Link]
With Adrien Verdelhan. (2012). American Economic Review, [Link]
With Nick Roussanov and Adrien Verdelhan. (2011), Review of Financial Studies [Link]
With Chad Syverson and Stijn Van Nieuwerburgh. (2010). Journal of Financial Economics. [Link]
With YiLi Chien, Hal Cole (2011), Review of Economic Studies [Link]