“On the Structure of Financial Contagion: Econometric Tests and Mercosur Evidence” (with James Kolari and David Bessler), under review (second round) at Journal of Applied Economics.
 “A Robust Bayesian Analysis of the Stock Market’s Response to Macroeconomic News” (with Antoine Giannetti), under review (second round) at Journal of Financial Markets.
 “Learning Banks’ Exposure to Systematic Risk: Evidence from the Financial Crisis of 2008” (with Jeff Madura), under review (second round) at Journal of Financial Research.
 “Are Leveraged ETFs a Threat to Financial Stability? Probably Not” (with Antoine Giannetti) under review at Journal of Banking and Finance.
 “Idiosyncratic Ambiguity, Robust Asset Pricing, and the Cross-section of Stock Returns” (with Antoine Giannetti).
 “A Market-based Incentive-Compatible Contract to Discipline Banks” (single authored).
Work in Progress
Understanding the Robust Fisher Equation.
The Value Premium under Knightian Uncertainty.