I am an Economist at the Bank for International Settlements.
I obtained my Ph.D. in Economics from Stanford University in 2016.
My research focuses on international finance and financial intermediation.
NEW RESEARCH PAPERS
Dominant Currency Debt (with Semyon Malamud (EPFL)), BIS Working Paper (No. 783) version, R&R at the Journal of Financial Economics
Global Banks, Dollar Funding, and Regulation (with Iñaki Aldasoro (BIS) and Torsten Ehlers (BIS)), BIS Working Paper (No. 708) version
Spillovers of Funding Dry-ups (with Iñaki Aldasoro (BIS), Florian Balke (Goethe U) and Andreas Barth (Goethe U))
KEEPING BUSY DURING THE LOCKDOWN
Dollar funding costs during the Covid-19 crisis through the lens of the FX swap market (with Stefan Avdjiev (BIS) and Patrick McGuire (BIS))
US dollar funding markets during the Covid-19 crisis – the money market fund turmoil (with Andreas Schrimpf (BIS) and Vladyslav Sushko (BIS))
Selected media coverage: Risk.net
US dollar funding markets during the Covid-19 crisis – the international dimension (with Andreas Schrimpf (BIS) and Vladyslav Sushko (BIS))
Selected media coverage: The Economist
US dollar funding: an international perspective (CGFS Papers no:65, Role: Secretary and Working Group member)
NEW POLICY-RELATED PUBLICATIONS
“September stress in dollar repo markets: passing or structural?” (with Fernando Avalos (BIS) and Torsten Ehlers (BIS)), BIS Quarterly Review, December 2019, pp. 12-14.
Selected Media Coverage: Financial Times 1, Financial Times 2, The Economist, FT Alphaville, Bloomberg 1, Bloomberg 2, Bloomberg TV, Washington Post, Wall Street Journal 1, Wall Street Journal 2, Barron’s, Reuters, Frances Coppola blog, Zerohedge.
“Investment mandates and fire sales: the case of mutual funds and BBB bonds” (with Sirio Aramonte (BIS)), BIS Quarterly Review, March 2019, pp. 12-13.
Selected Media Coverage: Financial Times, Bloomberg, Barron’s, Irish Independent
“Financial markets remain vulnerable to year-end stress” (with Sirio Aramonte (BIS)), BIS Quarterly Review, March 2019, pp. 8-9.
