Working Papers

Bond Flows and Liquidity: Do Foreigners Matter? (with Jens H.E. Christensen and Patrick Shultz)

In Media: FRBSF Economic Letter; FRBSF Working Paper

Work in Progress

Information in Market- and Credit-Based Industry Factors (with Arkady Gevorkian and Carlos Gutierrez-Mangas)

Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico (with Remy Beauregard, Jens H.E. Christensen, and Simon Zhu)