An Intertemporal CAPM with Stochastic Volatility. Journal of Financial Economics. 2018;128 :207-233.
. Unpublished
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds. Critical Finance Review. 2017;6 :263-301.
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The Impact of Regulation on Mortgage Risk: Evidence from India. American Economic Journal: Economic Policy [Internet]. 2015;7 (4) :71-102. Publisher's Version
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A Model of Mortgage Default. Journal of Finance [Internet]. 2015;70 (4) :1495-1554. Website
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Mortgage Market Design. Review of Finance. 2013;17 (1) :1-33.
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Hard Times. Review of Asset Pricing Studies. 2013;3 (1) :95-132.
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