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University of Chicago
Harris School of Public Policy
NBER Faculty Research Fellow
CEPR Research Affiliate
Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion, with Gianluca Rinaldi, 2022
Journal of Financial Economics, accepted.
Financial Market Risk Perceptions and the Macroeconomy, with Emil Siriwardane and Adi Sunderam, 2020
Quarterly Journal of Economics, 135(3):1443-1491. Updated Data (Sept 2021)
AQR Insight Award Finalist 2018
Macroeconomic Drivers of Bond and Equity Risks, with John Y. Campbell and Luis M. Viceira, 2020
Journal of Political Economy, 128(8):3148-3185 .
Winner of the Arthur Warga Award for the Best Paper in Fixed Income at the SFS Cavalcade 2014
Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy, with Wenxin Du and Jesse Schreger, 2020
Journal of Finance, 75(6):3097-3138.
Flexible Prices and Leverage, with Francesco D'Acunto, Ryan Liu and Michael Weber, 2018
Journal of Financial Economics, 129(1):46-48.
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity, with Luis M. Viceira, 2016
Chapter 10 in Pietro Veronesi (ed.) Handbook of Fixed-Income Securities, Wiley, NJ. Data
Journal of Monetary Economics, 73:137-140.
Inflation Risk in Corporate Bonds, with Johnny Kang, 2015
Journal of Finance, 70(1):115-162.
A Robust Test for Weak Instruments in Stata, with Su Wang, 2015
Stata Journal, 15(1):216-225.
A Robust Test for Weak Instruments, with Jose Luis Montiel Olea, 2013
Journal of Business and Economic Statistics, 31(3):358-369.
Inflation-Indexed Bonds and the Expectations Hypothesis, with Luis M. Viceira, 2011
Annual Review of Financial Economics, 3:139-158.
Applied Stochastic Models in Business and Industry, 24(3):237-259.