20th Street and Constitution Avenue NW
Washington, DC 20551
Board of Governors of the Federal Reserve System
Risk Management, Value-at-Risk, Dynamic Factor Models
Option Pricing, Macroeconomic Uncertainty
Investor sentiment; technological innovation; R&D
Investor sentiment, R&D, Technological innovation
Syndicated loans, Shared National Credit Program, Shadow banking, Zero lower bound, Search for yield, Risk-taking channel of monetary policy
Country studies, Quality of institutions, Return predictability
Financial conditions indexes, stock returns predictability, forecasting
Risk neutral distributions, CDS spreads, Cross-section of expected returns
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