Mispricing and Risk Compensation in Cryptocurrency Returns
With Mykola Babiak. Journal of Financial and Quantitative Analysis, forthcoming.
Risk Premiums
Bond Risk Premiums with Machine Learning
With Andrea Tamoni and Matthias Büchner. The Review of Financial Studies, 2021, Vol. 34, No. 2, 1046–1089. INVESCO Best Paper Award, FMA 2019.
Adaptive Expectations and Commodity Risk Premiums
Journal of Economic Dynamics and Control, March 2021, Vol. 124.