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Research Papers
Published Papers
- Risk Price Dynamics
(with Jaroslav Borovicka, Lars P. Hansen, and Jose Scheinkman)
Journal of Financial Econometrics, 2011, Vol. 9, No. 1, 3-65
Working Papers
- Flight to Quality? Risks in the Treasury Term Structure.
Working paper. September 2012.
- Asset Pricing under Bayesian Learning and Spiking Uncertainty.
Presented at Finance Brownbag in June 2010, Economic Dynamics Working Group in February 2010.
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