The views expressed here do not reflect those of the Federal Reserve Board or Federal Reserve System.
AEJ: Macro, Forthcoming
Macro and Financial Uncertainty Index (Updated every February and August) Last Update: 2019 Feb.
Journal of Finance 74(4), August 2019, pp. 1753-1792.
The Macroeconomics of Private Equity (New Draft)
Housing Cycles and Exchange Rates (Submitted)
Uncertainty and Growth Disasters (Submitted)
Heterogeneous Intermediaries and Asset Prices (Under R&R)
Competition and Implementation Cycles (Under R&R)
Shock Restricted Structural Vector-Autoregressions (Under Revision)
NBER Working Paper No. 23225
Selected Work in Progress
Momentum Undervalue Puzzle
Asset Prices and Dynamic Intermediation Chains in OTC Markets (Under Major Revision)