The Financial Stability Implications of Digital Assets
(with Pablo D. Azar, Garth Baughman, Francesca Carapella, Jacob Gerszten, Arazi Lubis, JP Perez-Sangimino, Chiara Scotti, Nathan Swem, Alexandros Vardoulakis, Aurite Werman)
FEDS 2022-058.
Enhancing Stress Tests by Adding Macroprudential Elements
(with William F. Bassett)
FEDS 2022-022.
Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds
(with Tugkan Tuzun)
SSRN 3281384. FEDS 2020.097.
Credit Surfaces, Economic Activity, and Monetary Policy
(with John Geanakoplos)
SSRN 3428729. [slides]. [corporate bond surfaces]. [mortgage surfaces].
Tax Reform, Homeownership Costs, and House Prices
The Effect of Banks' Financial Position on Credit Growth: Evidence from OECD Countries
FEDS 2016-101.
Do Mortgage Subsidies Help or Hurt Borrowers?
FEDS 2016-081.
Secondary Market Liquidity and the Optimal Capital Structure
(with David M. Arseneau and Alexandros P. Vardoulakis)
FEDS 2015-031.
Credit Surfaces and Economic Uncertainty
(with John Geanakoplos)
Coming soon. [slides].
Distributed Ledger Technologies and Digital Assets
Coming soon.
Optimal Design of Funding for Lending Programs
(with David M. Arseneau)
Banks' Short-Term Wholesale Funding: Evidence from Regulatory Reports
(with William F. Bassett, Grace B. Brang, and Daniel Schwindt)
A Dynamic Model of Leverage and Interest Rates (available upon request)
A Discrete-Time Macroeconomic Model with a Financial Sector
(with Kieran Walsh) [slides]