Latent fragility: Conditioning banks' joint probability of default on the financial cycle
Journal of International Money and Finance, 146, 103107
Academic journals
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
The Impact of Risk Cycles on Business Cycles: A Historical View
The Review of Financial Studies, 36(7), 2922–2961
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences
Journal of Fixed Point Theory and Applications, 25, 2
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
Layered Networks, Equilibrium Dynamics, and Stable Coalitions
Dynamic Games and Applications, 13, 636–668
Epidemic Exposure, Financial Technology, and the Digital Divide
Journal of Money, Credit and Banking, 54 (7), 1913-1940
Central Bank Swap Lines: Evidence on the Lender of Last Resort
The Review of Economic Studies, 89(4), 1654–1693
