Publications

(2023). Where is the Carbon Premium? Global Performance of Green and Brown Stocks. Forthcoming Journal of Climate Finance.

PDF Brookings WP CEPR Discussion Paper

(2022). Interest Rate Skewness and Biased Beliefs. Forthcoming Journal of Finance.

PDF NBER Working Paper CEPR Discussion Paper

(2022). Perceptions about Monetary Policy. Working Paper.

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(2022). Risk Appetite and the Risk-Taking Channel of Monetary Policy. Forthcoming Journal of Economic Perspectives.

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(2022). Climate Policy Curves: Linking Policy Choices to Climate Outcomes. Working Paper.

PDF Brookings WP CEPR Discussion Paper

(2022). An Alternative Explanation for the 'Fed Information Effect'. Forthcoming American Economic Review.

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(2022). Market-Based Monetary Policy Uncertainty. Economic Journal.

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(2020). Interest Rates Under Falling Stars. American Economic Review.

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(2018). Restrictions on Risk Prices in Dynamic Term Structure Models. Journal of Business and Economic Statistics.

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(2017). Robust Bond Risk Premia. Review of Financial Studies.

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(2017). Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. Review of Finance.

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(2016). Monetary Policy Expectations at the Zero Lower Bound. Journal of Money, Credit and Banking.

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(2015). Nominal Interest Rates and the News. Journal of Money, Credit and Banking.

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(2015). Inflation Expectations and the News. International Journal of Central Banking.

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(2014). The Signaling Channel for Federal Reserve Bond Purchases. International Journal of Central Banking.

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(2014). International Channels of the Fed’s Unconventional Monetary Policy. Journal of International Money and Finance.

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(2014). Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset: Comment. American Economic Review.

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(2012). Correcting Estimation Bias in Dynamic Term Structure Models. Journal of Business and Economic Statistics.

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