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AEJ: Macro, Forthcoming
Macro and Financial Uncertainty Index (Updated every February and August) Last Update: 2020 JUN.
Journal of Finance 74(4), August 2019, pp. 1753-1792.
What is Certain about Uncertainty, International Finance Discussion Papers (1294), Fed Board, July 2020. Comprehensive Survey from Fed Board Economists.
Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy (Juan M. Londono and Beth Anne Wilson), FEDS Notes, October 2019
Private Equity and the Macroeconomy (July 2020)
NBER Working Paper No. 23225
Uncertainty and Growth Disasters (May. 2020, Under R&R)
Heterogeneous Intermediaries and Asset Prices (June 2019, Under R&R)
Competition and Implementation Cycles (June 2019)
Selected Work in Progress
Momentum Undervalue Puzzle (with Sydney Ludvigson and Martin Lettau)
Asset Prices and Dynamic Intermediation Chains in OTC Markets (Under Major Revision)