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
Papers (incl. working papers) and cite counts
Published papers and (Web of Science) cite counts
Please refer to my "professional" URL.
Most interesting there are (a) the time-varying tail-risk series; and (b) the goyal-welch (csv) files.