Published or Forthcoming Papers
How Risky are the U.S. Corporate Assets? (with Tetiana Davydiuk, Scott Richard, and Ivan Shaliastovich); Journal of Finance, forthcoming.
Socially Responsible Investing in Good and Bad Times (with Ravi Bansal and Di Wu); Review of Financial Studies, forthcoming.
- The Term Structure of Equity Risk Premia (with Ravi Bansal, Shane Miller, and Dongho Song); Journal of Financial Economics, forthcoming.
- How Important Are Inflation Expectations for the Nominal Yield Curve? (with Roberto Gomez-Cram); Review of Financial Studies, 2021, 34, 985-1045.
- Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach (with Frank Schorfheide and Dongho Song); Econometrica, 2018, 86 (2), 617-654.
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