"Markov Switching in Exchange Rate Models: Will More Regimes Help?", Co-authored with Josh Stillwagon, (2018). Forthcoming at Empirical Economics. https://doi.org/10.1007/s00181-019-01623-6
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]
"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.