Publications

Long-Run Risk and the Persistence of Consumption Shocks

(with F. Ortu and C. Tebaldi). Review of Financial Studies, (2013), vol. 26 (11):2876-2915.

Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns

(with C. A. Favero and A. E. Gozluklu). Journal of Financial and Quantitative Analysis (2011), 46, pp 1493-1520

Demographics and Stock Market Fluctuations

(with C. A. Favero). CESifo Economic Studies, Vol. 57, 1/2011