The Market Premium of Credit Default Swap on Individual Contract

Combining and Evaluating Forecasts from VAR Models with Uncertain Structural Breaks

Combining Multiple Predictive Models with Possible Structural Breaks

Efficient Capital Market Hypothesis with Parameter Instability

Measuring High-Frequency Causality in CDS and Equity Markets

Out-of-Sample Equity Premium Prediction in the Presence of Structural Breaks

Stein Combination Shrinkage for Predictive VAR Models

Strategic Trade Policy in an International Duopoly Setting

Out-of-Sample Forecast Model Averaging with Parameter Instability

Forecasting equity returns with mixed Frequency data

Price discovery in CDS and equity markets: do investors trade systematic credit default risk more efficiently than non-systematic?

Econometrics, Finance, Economic Forecasting, Data Science

Cross-Validation Predictive Model Averaging with Parameter Instability

Out-of-sample equity premium prediction in the presence of structural breaks

Equity premium prediction and optimal portfolio decision with Bagging

Equity Premium Prediction with Structural Breaks: A Two-Stage Forecast Combination Approach

Does the Kitchen-Sink Model Work Forecasting the Equity Premium?

Price Discovery and Cross-Market Informational Flow in High-Yield Systematic CDS and Equity Markets: Out-of-Sample Evidence

Cross-Validation Predictive Model Averaging with Parameter Instability

Robust Forecast Combination for Elusive Return Predictability

Forecasting the Market Equity Premium: Does Nonlinearity Matter?

Forecasting the Market Equity Premium with KISS

Summer Research Grant

UNIVERSITY TRAVEL GRANT

Summer Research Grant

Summer Research Grant

UNIVERSITY TRAVEL GRANT