Working Papers

1. Ignorance, Pervasive Uncertainty, and Household Finance, with Jun Nie and Haijun Wang (2019). Revise and Resubmit at Journal of Economic Theory. [PDF version][Online Appendix]
   
2. Ambiguity and Information Processing in a Model of Intermediary Asset Pricing, with Leyla Jianyu Han and Ken Kasa (2019). [PDF version][Online Appendix]
3. Growth and Welfare Gains from Financial Integration under Model Uncertainty, with Jun Nie and Eric R. Young (2019). [PDF version]

*: Papers posted here are supported by Hong Kong Government's General Research Fund (GRF) under grant No. HKU749900, 749711, and 749510H.