Information Spillovers in Asset Markets with Correlated Values (with W. Fuchs and B. Green)American Economic Review, 2017, [107(7):2007-40]

Working papers:          

Information Aggregation in Dynamic Markets with Adverse Selection (under revision, with W. Fuchs and B. Green)

Monetary Policy for a Bubbly World (under revision, with L. FornaroA. Martin, and J. Ventura)

Liquidity Sentiments (under revision, with W. Fuchs and B. Green)

Informed Intermediation over the Cycle (with V. Vanasco)

Work in progress:

Collateral Booms and Information Depletion
 (Slides, with L. Laeven and 
A. Martin)

Complex Regulation (Slides, with D. Foarta and V. Vanasco)

Security Design Revisited: Role of Exclusivity and Commitment  (Slides, with V. Vanasco)

Recursive Competitive Equilibrium with Misspecified Agents (with I. Esponda and D. Pouzo)