Publications on Financial Markets
"Does It Matter If Statistical Agencies Frame the CPI Report on a 1-Month or 12-month Basis?" with Ayako Saiki, NBER WP no. 23754, August 2017.
“Black Swans: A Comment on ‘Financial Cycles: What? How? When?’ by Claessens, Kose and Terrones,” (pdf), 2011, in NBER International Seminar on Macroeconomics 2010, edited by Richard Clarida and Francesco Giavazzi (University of Chicago Press: Chicago), pp. 351-355. Slides, Dutch National Bank, Amsterdam, June 2010.
"Responding to Crises," 2007, Cato Journal, 27, 2, spring/summer, pp. 65-178.
More Topics
Equity Markets and Optimal Portfolio Diversification