Select Publications
Preprints
A Credit-Based Theory of the Currency Risk Premium, http://dx.doi.org/10.2139/ssrn.3413785
,Asset Pricing with Persistence Risk, http://dx.doi.org/10.2139/ssrn.3032238
,Commodity Prices and Currencies, http://dx.doi.org/10.2139/ssrn.4564504
,Convertible Debt and Shareholder Incentives, http://dx.doi.org/10.2139/ssrn.2159478
,Corporate Governance, Capital Structure, and Stock Return Volatility, http://dx.doi.org/10.2139/ssrn.3222818
,Default Contagion in a Two-Tree Economy, http://dx.doi.org/10.2139/ssrn.3839885
,Foreign Direct Investment, Exchange Rate Uncertainty, and Firm Heterogeneity, http://dx.doi.org/10.2139/ssrn.967873
,Low Inflation: High Default Risk and High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3338745
,Low Inflation: High Default Risk and High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3290745
,Low Inflation: High Default Risk AND High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3292395
,Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads, http://dx.doi.org/10.2139/ssrn.3162853
,Sovereign Default Risk and the US Equity Market, http://dx.doi.org/10.2139/ssrn.1719685
,Sovereign Defaults by Currency Denomination, http://dx.doi.org/10.2139/ssrn.2365059
,The Dynamics of Sovereign Credit Risk, http://dx.doi.org/10.2139/ssrn.1071665
,The Motivation and Consequence of Firm Attention to Retail Investors, http://dx.doi.org/10.2139/ssrn.4508415
,Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk, http://dx.doi.org/10.2139/ssrn.4138544
,What Drives Corporate Asset Prices: Short- or Long-Run Risk?, http://dx.doi.org/10.2139/ssrn.3116235
,When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity, http://dx.doi.org/10.2139/ssrn.3379090
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