Published Papers

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

Working Papers

Inflation and the Price of Real Assets (w/ Monika Piazzesi, Ciaran Rogers and Martin Schneider), Under revision for Review of Economic Studies 

Financial and Total Wealth Inequality with Declining Interest Rates (w/ Daniel Greenwald, Hanno Lustig and Stijn Van Nieuwerburgh),  Under revision for Review of Economic Studies 

Work In Progress

Heterogeneous Intermediaries and Bond Characteristics in the Transmission of Monetary Policy (w/ Fédéric Holm-Hadulla)

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

Data

Central Bank Communication and the Yield Curve: ECB Monetary Policy Shocks can be found here