Credit Easing versus Quantitative Easing: Evidence from Corporate and Government Bond Purchase Programs, (with Iryna Kaminska), Journal of Money, Credit and Banking, forthcoming.
One Asset Does Not Fit All: Inflation Hedging by Index and Horizon, (with Thomas King), Journal of Financial Econometrics, forthcoming.
Unexpected Supply Effects of Quantitative Easing and Tightening (with Tim Seida), Economic Journal, Volume 134, Issue 658, February 2024, 579–613.
What Does Anticipated Monetary Policy Do?, (with Thomas King) Journal of Monetary Economics, 2023, 138, 123-139.
Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium, (with N. Aaron Pancost), Review of Finance, 2022, 26 (1), 117–162.
The Term Structure and Inflation Uncertainty, (with Tomas Breach and Athanasios Orphanides), Journal of Financial Economics, 2020, 138 (2), 388-414.
The Scarcity Value of Treasury Collateral: Repo Market Effects of Security-Specific Supply and Demand Factors, (with Roger Fan and Yuriy Kitsul), Journal of Financial and Quantitative Analysis, 2018, vol. 53, issue 5, 2103-2129.
Tips from TIPS: the Information Content of Treasury Inflation-Protected Security Prices, (with Don Kim and Min Wei), Journal of Financial and Quantitative Analysis, 2018, vol. 53, issue 1, 395-436.
Flow and Stock Effects of Large-Scale Treasury Purchases: Evidence on the Importance of Local Supply, (with Thomas King), Journal of Financial Economics, 2013, vol. 108, issue 2, 425-48.
The Federal Reserve’s Large-Scale Asset Purchase Programs: Rationale and Effects, (with William English, David López-Salido, and Edward Nelson), Economic Journal, 2012, 122 (564), 415-46.
The Fed and the Stock Market: An Identification Based on Intraday Futures Data, (with Mira Farka), Journal of Business and Economic Statistics, vol. 29, January 2011, 126-137.