Research areas

  • Term structure of interest rates
  • Fixed-income asset pricing
  • Regime-switching models
  • Volatility risk premium

Key papers

Recent work

  • Continued work on volatility risk premium and macro-finance linkages.

Collaborators

My notes

Co-author of the canonical regime-switching CIR term-structure paper that the CRE project’s architecture references directly. Importance score 4: highly cited in fixed income and macro-finance, currently at PBC School of Finance after a long career at the Federal Reserve Board.