Working Papers
Empirical Crypto Asset Pricing using Factor Models with High-Dimensional Characteristics (Job Market Paper).
Draft of Job Market Paper here.
Slides covering the theory here.
The drafted JMP, although containing all final tables and figures, has three empirical sections where bullet points have yet to be turned into final text. They will be added soon!
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.
Empirical Crypto Asset Pricing using Factor Models with High-Dimensional Characteristics (Job Market Paper).
Draft of Job Market Paper here.
Slides covering the theory here.
The drafted JMP, although containing all final tables and figures, has three empirical sections where bullet points have yet to be turned into final text. They will be added soon!
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.