publication venue for
- On the stability of stablecoins. 64:207-223. 2021
- The Fisher puzzle, real rate anomaly, and Wicksell effect. 52:128-148. 2019
- A robust and powerful test of abnormal stock returns in long-horizon event studies. 47:1-24. 2018
- Dynamics of interest and inflation rates. 39:129-144. 2016
- Term structure dynamics with macro-factors using high frequency data. 22:78-93. 2013
- Nonparametric rank tests for event studies. 18:953-971. 2011
- Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets. 17:981-990. 2010
- The relationship between stock returns and volatility in international stock markets. 12:650-665. 2005
- Portfolio selection with limited downside risk. 7:247-269. 2000
- Asset storability and the informational content of inter-temporal prices. 2:103-115. 1995