Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Journal of Finance, 78 (1), 487-557
Academic journals
Financial transaction taxes and the informational efficiency of financial markets: A structural estimation
Journal of Financial Economics 146(3), 1044-1072
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
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Journal of Finance, 76 (6), 3211-3254
Network Risk and Key Players: A Structural Analysis of Interbank Liquidity
Journal of Financial Economics, 141(3), 831-859
Lending Cycles and Real Outcomes: Costs of Political Misalignment
The Economic Journal, 131(693), 2763–2796
Revenge of the experts: Will COVID-19 renew or diminish public trust in science?
Journal of Public Economics, Volume 193, 2021,104343.
Domestic Banks As Lightning Rods? Home Bias and Information during the Eurozone Crisis
Journal of Money, Credit and Banking, Volume 52, 2020,12744.
Bank Resolution and the Structure of Global Banks
The Review of Financial Studies, 32(6), 2384–2421.
