Research Papers
Printing Away the Mortgages: Fiscal Inflation and the Post-Covid Housing Boom
(with Tim Landvoigt and German Sanchez Sanchez)
Working Paper
Risk-Free Rates and Convenience Yields Around the World (with Peter Van Tassel)
Data Files: Daily Data (US, UK, Europe, Switzerland) Monthly Data (all countries)
Revise and Resubmit at Journal of Finance
Data Files: Daily Data (US, UK, Europe, Switzerland) Monthly Data (all countries)
Revise and Resubmit at Journal of Finance
The Reserve Supply Channel of Unconventional Monetary Policy
(with Yiming Ma and Zhengyang Jiang) Accepted, Journal of Financial Economics |
Credit Cycles with Market-Based Household Leverage (with Tim Landvoigt)
Journal of Financial Economics, November 2022 (Published Version) |
Risk Free Interest Rates (with Jules Van Binsbergen and Marco Grotteria)
Journal of Financial Economics, January 2022 (Published Version) Daily Data |
Safety Transformation and the Structure of the Financial System
Journal of Finance, December 2020 (Published Version)
Journal of Finance, December 2020 (Published Version)
Latent Indices in Assortative Matching Models (with Nikhil Agarwal)
Quantitative Economics, November 2017 (Published Version)
work in progress
Racial Disparities in the Total Rate of Return on Owner-Occupied Housing
(with Rebecca Diamond)
preliminary draft available on request
Quantitative Economics, November 2017 (Published Version)
work in progress
Racial Disparities in the Total Rate of Return on Owner-Occupied Housing
(with Rebecca Diamond)
preliminary draft available on request