Research

Publications

"The Instability of the Bilson-Fama Forward Rate Anomaly", Co-authored with Michael Goldberg, Olesia Kozlova, and Deniz Ozabacia. Forthcoming in Critical Finance Review (2025). https://cfr.pub/forthcoming/

"Markov Switching in Exchange Rate Models: Will More Regimes Help?", Co-authored with Josh Stillwagon. Empirical Economics 59, 413–436 (2020).  https://doi.org/10.1007/s00181-019-01623-6 

DISSERTATION

“What Drives Exchange Rates? Reexamining the Exchange Rate Disconnect Puzzle", (2014)