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Publications:

• "Strategic Allocation: The Role of Corporate Bond Indices?", forthcoming, The Quarterly Journal of Finance, (Appendix) (Atlanta AFA Meeting Paper)
• "The Expectations Hypothesis", The Encyclopedia of Quantitative Finance, Cont, R. (Ed.). John Wiley & Sons Ltd. Chichester, UK. pp. 621-630, April 2010.
• "Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?", with Jessica Wachter, Journal of Finance 60:179--230, February 2005.

Working Papers:

• "Do Bonds Price Stocks?"
• "Decomposing Corporate Bond Indices Returns"
• "Common Risk Factors of Corporate Bond Indices"
• "Allocations when Bond and Stock Risk Premia are Time Varying", with Jessica Wachter
• "Crises and Contagion".