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: 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
Private Equity and the Macroeconomy (Jan. 2020, Under Revision)
Shock Restricted Structural Vector-Autoregressions (Jan. 2020, Slides for AEA2020, Under Review)
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, Under Revision)
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)