Published Papers

1) Central Bank Communication and the Yield Curve (w/ Andrea Vedolin, Paul Whelan and Gyuri Venter), Journal of Financial Economics (2021)
[SSRN], [JFE]

Working Papers

2) Inflation and the Price of Real Assets (w/ Monika Piazzesi, Ciaran Rogers and Martin Schneider), R&R Review of Economic Studies 

3) Financial and Total Wealth Inequality with Declining Interest Rates (w/ Dan Greenwald, Hanno Lustig and Stijn Van Nieuwerburgh), R&R Review of Economic Studies 

4) What Does It Take? Quantifying Cross-Country Transfers in the Eurozone (w/  YiLi Chien,  Zhengyang Jiang, and  Hanno Lustig)

[Conferences: NBER International Finance and Macroeconomics,  Texas A&M Young Finance Scholars Consortium, SFS, WFA, CEBRA, Rome Junior Finance, SED]

5) The Liquidity Promises of QE (w/ Felix Corell, Fédéric Holm-Hadulla, Lira Mota, Melina Papoutsi)

The paper superseds Heterogeneous Intermediaries in the Transmission of Central Bank Corporate Bond Purchases (w/ Fédéric Holm-Hadulla)

[AFA, BoE Monetary Policy, FIRS, MFA, Texas Finance Festival, EFA]

6)  When the tide goes out: The Effect of QE on the Structure of the Financial System (w/ Stelios Kotronis, Ciaran Rogers, Philippe Van Der Beck)

[NBER Long-Term Asset Management, Isenberg Finance Conference, EFA]

7) Winners and Losers When Interest Rates Change (w/ Daniel Greenwald, Hanno Lustig and Stijn Van Nieuwerburgh)

8) Drivers of Convenience Yield (w/ Felix Corell, Fédéric Holm-Hadulla, Lira Mota, Melina Papoutsi)

9) Risk and Return in Government Bonds (w/ Carolin Pflueger and Adi Sunderam)

Resting Working Paper

Household Portfolios, Monetary Policy and Asset Prices (w/ Ciaran Rogers)