| Date | Research papers |
|---|---|
| Jul 2010 | Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS marketBIS Papers No 52
Other authors: Mico Loretan and Eli M Remolona |
| Mar 2008 | Tips from TIPS: the informational content of Treasury Inflation-Protected Security pricesWorking Papers No 248
Other authors: Stefania D`Amico and Min Wei |
| Dec 2007 | Challenges in macro-finance modelingWorking Papers No 240
|
| Dec 2007 | Spanned stochastic volatility in bond markets: a reexamination of the relative pricing between bonds and bond optionsWorking Papers No 239
|
