My research tries to focus on questions that are often considered mundane by other researchers. These are often simpler and first-order questions. I hope to contribute at least partial and relatively simple answers, rather than complex, sophisticated, and subtle ones. Ideally, my answers will also often seem obvious ex-post.
Links to my Published Papers +
Links to my Working Papers
Please refer to my "professional" URL.
Most interesting there are (a) the time-varying tail-risk series; and (b) the goyal-welch (csv) files.