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NEWS
At the UIC Finance Conference in May, I discussed, "Did I Make Myself Clear" By Cieslak, McMahon, and Pang. Slides available here.
At the Federal Reserve's Day Ahead Conference in January, I discussed "QE, Bank Liquidity Risk Management, and Non-Bank Funding" by Darst, Kokas, Kontonikas, Peydro, and Vardoulakis. Slides available here.
"One Asset Does Not Fit All: Inflation Hedging by Index and Horizon" was published in the Journal of Financial Econometrics. Working paper version still available here.
"Securities Financing and Asset Markets: New Evidence" was published in the Review of Finance. Working paper version still available here.
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