“BKK the EZ Way" with R. Colacito, S. Ho and P. Howard, 2018 American Economic Review, Vol. 108, Issue 11
"Recursive allocations and wealth distribution with multiple goods" with R. Colacito and Z. Liu, 2018 Quantitative Economics, forthcoming
"News Shocks and Production-Based Term Structure of Equity Returns" with H. Ai, A. Diercks, and K. Li, 2018 Review of Financial Studies, Leading Article (Editor’s Choice), Volume 31(7)
"Currency Risk Factors in a Recursive Multi-Country Economy" with R. Colacito, F. Gavazzoni, and R. Ready, 2017 Journal of Finance, forthcoming
"Government Debt and the Returns to Innovation" with T. Nguyen, S. Raymond, and L. Schmid, 2017 Journal of Financial Economics, forthcoming
"Investor Information, Long-Run Risk, and the Term Structure of Equity" with M. Lettau and S.C. Ludvigson, 2015 Review of Financial Studies, Volume 28(3)
"Long-Run Productivity Risk: A New Hope for Production-Based Asset Pricing?", 2014 Journal of Monetary Economics, Volume 66
"International Asset Pricing with Recursive Preferences" with R. Colacito, 2013 Journal of Finance, Volume 68:6
"Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital", with H. Ai and K. Li, 2013 Review of Financial Studies, Volume 26(2)
"Fiscal Policies and Asset Prices" with H. Kung, T. Nguyen and L. Schmid, 2012 Review of Financial Studies, Leading Article, Volume 25(9)
"The Market Price of Fiscal Uncertainty" with T. Nguyen, and L. Schmid, 2012 Journal of Monetary Economics, Volume 59:5
"Long Run Risks and the Real Exchange Rate" with R. Colacito, 2011 Journal of Political Economy, Volume 119(1)
"The Leading Premium" with T. Marchuk, and C. Schlag
"Volatility Risk Pass-Through" with R. Colacito, Y. Liu, and I. Shaliastovich - IF2018 Best paper Award (sponsored by NBIM)
"Uncertainty-Induced Reallocations and the Macroeconomy" with R. Bansal, W. Liao, and S. Rosen