Published papers
1. Forecasting the Term Structure of Government Bond Yields in Unstable Environments
with Joseph P. Byrne and Dimitris Korobilis.
Journal of Empirical Finance, 2017 (44), pp. 209-225.
2. The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement
with Huichou Huang, Ruirui Liu and Ronald MacDonald.
Journal of International Money and Finance, 2019 (95), pp. 379-401.
3. Decomposing Global Yield Curve Co-Movement
with Joseph P. Byrne and Dimitris Korobilis.
Journal of Banking and Finance, 2019 (106), pp. 500-513.
4. Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China's Growth
with Hongyi Chen.
Forthcoming in ADBI Book Volume.
5. Development of Dose-Response Functions for Historic Paper Degradation Using Exposure to Natural Conditions and Multivariate Regression
with Gianluca Pastorelli et al.
Polymer Degradation and Stability, 2019 (168), 108944.
6. COVID-19 and Stock Market Performance: Evidence from the RCEP Countries
with Wenwen Zhang, Xuan Zhang and Xuefeng Qu
International Review of Economics & Finance, 2023(83) , pp. 717-735.
7. Decomposing Uncertainty in Macro-Finance Term Structure Models
with Joseph P. Byrne
Review of Asset Pricing Studies, 2024.
with Joseph P. Byrne and Dimitris Korobilis.
Journal of Empirical Finance, 2017 (44), pp. 209-225.
2. The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement
with Huichou Huang, Ruirui Liu and Ronald MacDonald.
Journal of International Money and Finance, 2019 (95), pp. 379-401.
3. Decomposing Global Yield Curve Co-Movement
with Joseph P. Byrne and Dimitris Korobilis.
Journal of Banking and Finance, 2019 (106), pp. 500-513.
4. Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China's Growth
with Hongyi Chen.
Forthcoming in ADBI Book Volume.
5. Development of Dose-Response Functions for Historic Paper Degradation Using Exposure to Natural Conditions and Multivariate Regression
with Gianluca Pastorelli et al.
Polymer Degradation and Stability, 2019 (168), 108944.
6. COVID-19 and Stock Market Performance: Evidence from the RCEP Countries
with Wenwen Zhang, Xuan Zhang and Xuefeng Qu
International Review of Economics & Finance, 2023(83) , pp. 717-735.
7. Decomposing Uncertainty in Macro-Finance Term Structure Models
with Joseph P. Byrne
Review of Asset Pricing Studies, 2024.
Working Papers
1. Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates
with Richard K. Crump, Stefano Eusepi and Emanuel Moench.
Presented at WFA 2017, CMES 2018, CICF 2018, CIFFP 2018, EFA 2018, HEC Lausanne, Nankai University, Peking University.
2. Joint Global Term Structure Dynamics of Interest Rates, Currency Risk Premia, and Convenience Yields
with Yin-Wong Cheung and Huichou Huang.
with Richard K. Crump, Stefano Eusepi and Emanuel Moench.
Presented at WFA 2017, CMES 2018, CICF 2018, CIFFP 2018, EFA 2018, HEC Lausanne, Nankai University, Peking University.
2. Joint Global Term Structure Dynamics of Interest Rates, Currency Risk Premia, and Convenience Yields
with Yin-Wong Cheung and Huichou Huang.