Research

RESEARCH PUBLICATIONS

Dominant Currency Debt (with Semyon Malamud (EPFL)), Journal of Financial Economics (forthcoming). Internet Appendix and Replication Package (Please cite the paper in case you use any data from this folder.)

WORKING PAPERS

Global Banks, Dollar Funding, and Regulation (with Iñaki Aldasoro (BIS) and Torsten Ehlers (BIS)), BIS Working Paper (No. 708) version, 2nd R&R at the Journal of International Economics

Spillovers of Funding Dry-ups  (with Iñaki Aldasoro (BIS), Florian Balke (Goethe U) and Andreas Barth (Goethe U)), R&R at the Journal of International Economics

“Matching Prime Brokers and Hedge Funds,” SIEPR Discussion Paper No. 16-014.

“Intermediary Funding Liquidity and Rehypothecation as Determinants of Repo Haircuts and Interest Rates”

“From Wood to Coal May Well Be From Malthus to Solow,” (with D. Garcia-Macia).