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.