Publications

Economics and Finance

1. Monetary Easing And The Lending Concentration Channel Of Monetary Policy Transmission, sole author,  Journal of Banking and Finance, 133 (106301) (2021) LINK

2. Liquidity Risk and the Credit Crunch of 2007-2008: Evidence From Micro-Level Data on Mortgage Loan Applications, sole author,  Journal of Financial and Quantitative Analysis, 51(6), pp. 1795–1822 (2016) LINK

3. No Free Shop: Why Target Companies Sometimes Choose Not to Buy ‘Go Shop’ Options, with Charles W. Calomiris and Donna M. Hitscherich, Journal of Economics and Business, 88, pp. 36-64 (2016) [Press: Wall Street Journal, Financial Times] LINK

Policy

4. Securitisations: tranching concentrates uncertainty, with Nikola Tarashev, BIS Quarterly Review, December (2014) [Press: Financial Times, Reuters] LINK

Machine Learning

5. Machine Learning for Adversarial Agent Microworlds, with J. Scholz, B. Hengst, G. Calbert, P. Smet, L. Marsh, H-W. Kwok, D. Gossink, MODSIM'05 Melbourne Australia, December (2005) LINK

6. Pursuit-Evasion Strategies for Teams of Multiple Agents with Incomplete Information, with H. Jin Kim and Shankar Sastry, IEEE Conference on Decision and Control, December (2003) LINK

Working Papers

1. Funding Fragility And Commercial Bank Failures (sole author)  LINK

2. Commercial Bank Failures During The Great Recession: The Real (Estate) Story (sole author) LINK

3. Population Growth, Building, and Banking (sole author) LINK