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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, 146(1):71-89
- Editor's Choice -
- supported by NSF grant 2149193 -
Financial Market Risk Perceptions and the Macroeconomy, with Emil Siriwardane and Adi Sunderam, 2020
Quarterly Journal of Economics, 135(3):1443-1491.
- 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.