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AEJ: Macro, Forthcoming
Macro and Financial Uncertainty Index (Updated every February and August) Last Update: 2020 FEB.
Journal of Finance 74(4), August 2019, pp. 1753-1792.
Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy (Juan M. Londono and Beth Anne Wilson), FEDS Notes, October 2019
COVID19 and The Macroeconomic Effects of Costly Disasters (April 06, 2020)
Private Equity and the Macroeconomy (Jan. 2020, Under Review)
Shock Restricted Structural Vector-Autoregressions (Jan. 2020, Slides for AEA2020, Under Review)
NBER Working Paper No. 23225
Uncertainty and Growth Disasters (Under Review)
Heterogeneous Intermediaries and Asset Prices (Under R&R)
Competition and Implementation Cycles (Under Revision)
Selected Work in Progress
Housing Risk and the Cross-Section of Returns Across Many Asset Classes (with Shaojun Zhang)
Momentum Undervalue Puzzle (with Sydney Ludvigson and Martin Lettau)
Asset Prices and Dynamic Intermediation Chains in OTC Markets (Under Major Revision)