HomeResearchTeachingColumbia University

Research:

Ambiguity about Inflation

Observable Long-Run Ambiguity

Government Intervention

Nominal Bonds, Real Bonds, and Equity

Common:

Home

Working Paper:

"Inflation Ambiguity and the Term Structure of Arbitrage-Free U.S. Government Bonds"; AFA 2008, EEA 2009, EFA 2009. » Inflation Ambiguity


"Observable Long-Run Ambiguity and Long-Run Risk" NBER Asset Pricing Meeting 2010, EFA 2011. » LRR Ambiguity




"How does the Bond Market Perceive Government Interventions?"; WFA 2011, NBER Asset Pricing 2011 » Government Intervention




"Nominal Bonds, Real Bonds, and Equity" with Andrew Ang. » Equity