The Risk-Taking Channel of Monetary Policy: New Evidence from Financial Markets
with Ben Bernanke and Eric Milstein.
Climate Policy Curves
with Martin Hänsel, Moritz Drupp, Gernot Wagner and Glenn Rudebusch.
The Pricing of Climate Risks in Bond and Stock Markets
with Daniel Huber and Ole Wilms.
PDF NBER Working Paper CEPR Discussion Paper Conference Webseite Data FOMC Announcements
EJ Preprint PDF FRBSF Working Paper Code and Data Daily uncertainty measure
REStat Preprint FRBSF Working Paper Online Appendix Code & Data r* estimates SDRs