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.


publishing

Curriculum Vitae (CV)

Links to my Published Papers +

SSRN →

Links to my Working Papers

Google Scholar →

Papers (incl. working papers) and cite counts

ResearcherID →

Published papers and (Web of Science) cite counts


data etc

Please refer to my "professional" URL.

Most interesting there are (a) the time-varying tail-risk series; and (b) the goyal-welch (csv) files.



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