"Markov Switching in Exchange Rate Models: Will More Regimes Help?", Co-authored with Josh Stillwagon, (2018). Forthcoming at Empirical Economics.

Articles Under Review

“Are Currency Returns Really Predictable?: Novel Structural Change and the Forward Rate Anomaly” Co-authored with Michael Goldberg and Olesia Kozlova, (2018). Revise and Resubmit, Critical Finance Review [Abstract]

Re-evaluating the Conduct of US Monetary Policy within the Context of Cointegration and Structural Change”, (2019)

Working Papers

“Time-Varying Exchange Rate Dynamics: A Nonlinear Role for Fundamentals”, Co-authored with Steve Furnagiev. Expected to be submitted in 2019. [Abstract]

"Structural Breaks in U.S. Macroeconomic Time Series: Comparing Bayesian Model Averaging with Indicator Saturation", Co-authored with Adam Check (University of St. Thomas) and Jeremy Piger (University of Oregon). [Abstract]

“Interest Rate and Exchange Rate Expectations: Does the term of the interest rate expectations matter?"

“Effect of Risk Measures on the Relationship Between Exchange Rate Spread, Volume and Volatility”

"Rationality and the Meese and Rogoff Exchange-Rate-Disconnect Puzzle: Learning vs Contingent Knowledge", Presented at INET’s 4th Annual Plenary Conference, Hong Kong, 2013.


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