Academic journals
Why are there financial crises? Recent developments in theory
Annual Review of Financial Economics, 17, 77 - 92
Research highlight
Dynamic Coordination and Bankruptcy Regulations
The Review of Financial Studies, 39 (4), 1116 - 1176
Research highlight
Unbundling Quantitative Easing: Taking a Cue from Treasury Auctions
Journal of Political Economy, 132 (9), 3115-3172
Latent fragility: Conditioning banks' joint probability of default on the financial cycle
Journal of International Money and Finance, 146, 103107
Research highlight
High-frequency trading in the stock market and the costs of options market making
Journal of Financial Economics, 159, 103900
Dynamic industry uncertainty networks and the business cycle
Journal of Economic Dynamics and Control, 159, 104793
The spread of COVID-19 in London: Network effects and optimal lockdowns
Journal of Econometrics, 235 (2), 2125-2154
The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave networks
Journal of Financial Markets, 66, 100853
Volatility and dark trading: Evidence from the Covid-19 pandemic
The British Accounting Review, 55 (4),101171
Options-based systemic risk, financial distress, and macroeconomic downturns
Journal of Financial Markets, 65, 100834
Research highlight
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Research highlight
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
