Spillovers of Funding Dry-ups (with Iñaki Aldasoro (BIS), Florian Balke (Goethe U) and Andreas Barth (Goethe U))
“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 S. Aramonte), BIS Quarterly Review, March 2019, pp. 12-13.
“Financial markets remain vulnerable to year-end stress” (with S. Aramonte), BIS Quarterly Review, March 2019, pp. 8-9.
“The changing shape of interest rate derivatives markets,” (with T. Ehlers), BIS Quarterly Review, December 2016, pp. 53 – 65.
Media Coverage: Bloomberg
“Non-US banks’ global dollar funding grows despite US money market reform,” (with I. Aldasoro, T. Ehlers, R. McCauley), BIS Quarterly Review, March 2017, pp. 22 – 23.
“Can CCPs reduce repo market inefficiencies?” (with I. Aldasoro and T. Ehlers), BIS Quarterly Review, December 2017, pp. 13-14.