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Book
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off
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Year: 2018 Publisher: National Bureau of Economic Research

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Book
International Yield Curves and Currency Puzzles
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Year: 2018 Publisher: National Bureau of Economic Research

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Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
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Year: 2016 Publisher: National Bureau of Economic Research

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Multihorizon Currency Returns and Purchasing Power Parity
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Year: 2018 Publisher: National Bureau of Economic Research

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Book
Currency Risk Premiums
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Year: 2023 Publisher: National Bureau of Economic Research

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Book
Real Channel for Nominal Bond-Stock Puzzles
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Year: 2021 Publisher: National Bureau of Economic Research

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Sovereign Credit and Exchange Rate Risks
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Year: 2020 Publisher: National Bureau of Economic Research

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Pricing Currency Risks
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Year: 2020 Publisher: National Bureau of Economic Research

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Anatomy of Currency Strategies
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Year: 2024 Publisher: National Bureau of Economic Research

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What do Financial Markets say about the Exchange Rate?
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Year: 2024 Publisher: National Bureau of Economic Research

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