I am an Assistant Professor of Finance at Colorado State University. My research interests are financial econometrics, asset pricing, monetary policy, and international finance.
Estimation and Inference in Low Frequency Factor Model Regressions with Overlapping Observations
Inference in Direct Multi-Step and Long Horizon Forecasting Regressions
Uncertainty and Investment: Evidence from Domestic Oil Rigs, with John Elder
Monetary Policy and Curreny Variance Risk Premia
Central Bank Tone and Currency Risk Premia, Journal of International Money and Finance, 2021, 117: 102424
Uncertainty and Energy Extraction, with John Elder, Applied Economics, 2020, 52(55), 6031-6034
Direct Versus Iterated Multi-Period Volatility Forecasts: Why MIDAS Is King, with Eric Ghysels, Alberto Plazzi, Rossen Valkanov, and Antonio Rubia, Annual Review of Financial Economics, 2019, 11: 173-195.
Option augmented density forecasts of market returns with monotone pricing kernel, with Brendan K. Beare, Quantitative Finance, 2018, 18(4): 623-635.