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Research
Webpage
Working
Papers:
·
“Monetary Policy and Stock Market Boom-Bust Cycles”, with Larry
Christiano, Roberto Motto, Massimo Rostagno, 2009, European Central Bank
Working Paper. Link to Paper
·
“Ambiguity Aversion: Implications for
the Uncovered Interest Rate Parity Puzzle”, (under revision).
·
“Evidence for Relational Contracts in Sovereign Bank
Lending”, with Peter Benczur (Submitted, October 2009). Link to Paper
Current
Research Projects:
·
“Signals: Implications for Business Cycles and Monetary Policy”,
with Larry Christiano, Roberto Motto, Massimo Rostagno.
·
“Ambiguous Information and Momentum”.
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