Funds, empirical banking, monetary policy, empirical asset pricing, market microstructure
1. Bank balance sheet constraints and bond liquidity, with V. Ivashina, WP 2021.
2. Do non-banks need access to the lender of last resort? Evidence from mutual fund runs, with M. Hoerova, WP 2022.
3. Non-bank liquidity provision to firms: Fund runs and central bank intervention, with G. Schepens, WP 2022.
4. Is the bond market competitive? Evidence from the ECB’s asset purchase programme, with S. Corradin, and P. Collin-Dufresne , 2022.
5. The (re)allocation of bank risk, with G. Bekaert, WP 2020.
6. Competition among high-frequency traders and market quality, WP 2013, updated 2020.
7. Asymmetry matters: A high-frequency risk-reward trade-off, with B. Buchwalter and R. Tédongap, WP 2012.
1. Sovereign to corporate risk spillovers, with P. Augustin, H. Boustanifar and J. Schnitzler, 2018, Journal of Money, Credit and Banking, Vol. 50 (5), 857-891.
2. Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment with B. Schwaab, 2018, Journal of Empirical Finance, Vol. 49, 247-262.
Other Papers / Discussion Papers:
1. Financial markets and green innovation, with P. Aghion, L. Boneva, L. Laeven, C. Olovsson, A. Popov, and E. Rancoita, ECB WP (2022)
2. The ECB’s Asset Purchase Programme: An early assessment, with P. Andrade, F. de Fiore, P. Karadi, and O. Tristani, ECB WP (2016)
3. The reanchoring channel of QE: The ECB Asset Purchase Programme and long-term inflation expectations, with P. Andrade, F. de Fiore, P. Karadi, and O. Tristani, WP (2016);
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