Working Papers

Empirical Crypto Asset Pricing using Factor Models with High-Dimensional Characteristics (Job Market Paper). Slides.

• Working papers for publication:
  • Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics.
  • Empirical Crypto Asset Pricing.
    
• Talks: Oxford, UCLA, UCSB.

Model-Assisted Inference for Conditional Average Treatment Effects with High-Dimensional Controls, with Manu Navjeevan, Journal of Econometrics, R&R.

In-Progress

Competing Fiat Moneys and Nominal Rigidities, with Basil Halperin and J. Zachary Mazlish.

The Heterogeneous Effects of QE on Corporate Bonds and Firm Outcomes, with Jesper Bojeryd.
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