Monetary Economics
Published Papers
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Journal of Financial and Quantitative Analysis
2023
Finance
High-Frequency Tail Risk Premium and Stock Return Predictability
Journal of Business and Economic Statistics
2023
Finance
Nonparametric Option Pricing with Generalized Entropic Estimators
Journal of Business and Economic Statistics
2023
Finance
Can a Machine Correct Option Pricing Models?
American Economic Review: Insights
March 2023
Finance
Understanding the Ownership Structure of Corporate Bonds
Review of Economic Studies
August 2023
Finance
Which Investors Matter for Equity Valuations and Expected Returns?
Journal of Labor Economics
April 2022
Minimum Wages, Wages, and Price Pass-Through: The Case of McDonald’s Restaurants
Journal of Political Economy
August 2022
Econometrics
Instrumental Variable Identification of Dynamic Variance Decompositions
Quarterly Journal of Economics
August 2022
Economics of Education
Smart Matching Platforms and Heterogeneous Beliefs in Centralized School Choice
Probability
2022
Economic History
The Effects of Immigration on Local Labor Markets: Lessons from the 1920s Border Closure
Proceedings of the National Academy of Sciences
July 2022
Computational Analysis of 140 Years of US Political Speeches Reveals More Positive But Increasingly Polarized Framing of Immigration
Journal of Public Economics
June 2022
Economics of Education
