Published/Accepted Papers

• Contagion in Debt and Collateral Markets (with Grace Chuan) [Code] [Bloomberg] conditionally accepted at Journal of Monetary Economics

• On the Anatomy of Cyberattacks (with Kartik Jayachandran, Carlos Ramírez, and Ali Tintera) [WP version] Economics Letters, 2024, 238: 111676

Working Papers

• Collateralized Debt Networks with Lender Default [Online Appendix] reject and resubmit at Management Science

• Moldy Lemons and Market Shutdowns (with Matt Darst) new version coming soon

• Deposit Stability in Uncertain Times: Evidence from the 1918 Influenza Pandemic (with Haelim Anderson and Adam Copeland) [FEDS WP version] 

• Information Externalities, Funding Liquidity, and Fire Sales (with Levent Altinoglu)

• Financial Stability Implications of CBDC (with Francesca Carapella, Sebastian Infante, Melissa Leistra, Arazi Lubis, and Alexandros Vardoulakis)

Work in Progress

• Rewiring Repo (with Elizabeth Klee and Vladimir Yankov) draft coming soon

• Dynamic Trading in a Decentralized Market: A Mechanism Design Approach (with Dongkyu Chang)

• Reputation and Matching with Risk Choice: Theory and Estimation of Venture Capital Market (with Jeff Qiu)

• Bank Counterparty Exposures

• Collateral Reuse and Financial Stability

• Privately Public Information Sharing

Conference organization

• Third Conference on the Interconnectedness of Financial Systems, March 28 and 29, 2024.

• Second Conference on the Interconnectedness of Financial Systems, December 2 and 3, 2021.