Publications:

Pseudo-true SDFs in Conditional Asset Pricing Models. (with Bertille Antoine and Eric Renault), Journal of Financial Econometrics, Halbert White Jr. Memorial JFEC Invited Paper, 18, Issue 4, Fall 2020, Pages 656-714. 

Rejoinder on: Pseudo-true SDFs in Conditional Asset Pricing Models. (with Bertille Antoine and Eric Renault), Journal of Financial Econometrics, Halbert White Jr. Memorial JFEC Invited Paper, 18, Issue 4, Fall 2020, Pages 776-790. 

Bernanke’s No-Arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap? (with Gauti Eggertsson), in M. Woodford, editor, Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World , Santiago: Central Bank of Chile, 2016.

Working Papers:

Estimating Conditional Asset Pricing Models: Efficiency and Robustness