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NEWS
"One Asset Does Not Fit All: Inflation Hedging by Index and Horizon" was published in the Journal of Financial Econometrics. Working paper version still available here.
"Securities Financing and Asset Markets: New Evidence" was published in the Review of Finance. Working paper version still available here.
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I discussed Haddad, Moreira, and Muir's "Asset Purchase Rules: How QE Transformed the Bond Market" at the Advances in Macro-Finance Research conference in San Francisco in October. Slides available here.
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I discussed Bowman, Huh, and Infante's "Balance-Sheet Netting in U.S. Treasury Markets and Central Clearing" at the Fed System Intermediation Conference in Chicago in September. Slides available here.
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