Research
Publications
"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
"The Instability of the Bilson-Fama Forward Rate Anomaly", Co-authored with Michael Goldberg, Olesia Kozlova, and Deniz Ozabacia. Forthcoming in Critical Finance Review (2023). https://cfr.pub/forthcoming/
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.
DISSERTATION
“What Drives Exchange Rates? Reexamining the Exchange Rate Disconnect Puzzle", (2014)