Job Market Paper
- A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S. (2020)
Paper Award: Notable Graduate Student Paper at the 57th MVEA Conference
Presentations: Perspectives on Analytical Research - University of Kansas, XX Brazilian Finance Meeting, Ph.D.-EVS, 2020 Financial Management Association (FMA) Doctoral Student Consortium, 90th Southern Economic Association (SEA), 57th Missouri Valley Economic Association (MVEA), 42nd Meeting of the Brazilian Econometric Society.
- Exchange Rates in South America’s Emerging Markets
(with L. Molinas Sosa)
Cambridge Elements in the Economics of Emerging Markets by Cambridge University Press
Portfolio Efficiency with High-Dimensional Data as Conditioning Information (2020)
Revise & Resubmit, International Review of Financial Analysis
Presentations: 84th Midwest Economics Association Annual Meeting1, 56th Missouri Valley Economic Association (MVEA), University of Kansas Economics Departamental Seminar.
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
(with. M. Laurini)
Presentations: 38th Meeting of the Brazilian Econometric Society2, XVI Brazilian Finance Meeting.
Identifying Short Lived Signals in Intraday Foreign Exchange Returns (2020)
(with L. A. Adams)
- Optimal Conditioning Information with Google’s Search Queries for Portfolio Management (2018)