WORKING PAPERS
Dominant Currency Debt (with Semyon Malamud (EPFL)), BIS Working Paper (No. 783) version
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))
“Matching Prime Brokers and Hedge Funds,” SIEPR Discussion Paper No. 16-014.
“From Wood to Coal May Well Be From Malthus to Solow,” (with D. Garcia-Macia).
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 S. Aramonte), 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 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.
Media Coverage: FT Alphaville, RiskNet
“Can CCPs reduce repo market inefficiencies?” (with I. Aldasoro and T. Ehlers), BIS Quarterly Review, December 2017, pp. 13-14.
