Exchange Rate Risk and Foreign Discount in U.S. Dollar Bonds (Job Market Paper) [April 2024]

Selected Presentations: 2024 Frontiers of Factor Investing Conference, 2023 EUROFIDAI-ESSEC Paris December Finance Meeting, 36th Australasian Finance and Banking Conference, 9th BdF-BoE-BdI International Macroeconomics Workshop, 54th Annual Conference of the Money, Macro and Finance Society, 2023 IFABS Annual Meeting, 2023 CFRI&CIRF Joint Conference

Awards: 2023 IFABS Best PhD Paper Award, 2023 CFRI&CIRF-Phd Student Best Paper Research Excellence Award

Central Bank Swap Lines: Micro-level Evidence [April 2024]

with Gerardo Ferrara, Philippe Mueller, Ganesh Viswanath-Natraj

Selected Presentations: 51st EFA Annual Meeting (Scheduled), 2023 Vienna Symposium on Foreign Exchange Markets, ABFER 10th Annual Conference, BIS-BdI-ECB 12th Workshop on Exchange Rates, 2023 SGF Conference, 2022 CEPR IFM Annual Meeting, 53rd FMA Annual Meeting, NY Fed Inaugural Conference on the International Roles of the U.S. Dollar 

Media/Citation: Welcoming remarks by Fed Governor Jerome Powell during the 1st inaugural conference on the "International Roles of the U.S. Dollar"

Corporate Basis and Demand for U.S. Dollar Assets [April 2024]

with Grace Xing Hu, Zhan Shi, Ganesh Viswanath-Natraj 

Selected Presentations:  2024 China International Conference in Finance, 50th EFA Annual Meeting, 2023 IFABS Annual Meeting, 2023 China International Conference in Macroeconomics, 2023 FMA European Conference, 53rd MMF Annual Meeting, 2022 New Zealand Finance Meeting, 2022 CIFER Annual Meetings, 2022 FMA Annual Meeting

Blockchain Currency Markets [April 2024]

with Angelo Ranaldo, Ganesh Viswanath-Natraj

Selected Presentations:  2024 International Conference on Payments and Securities Settlement – Data and Information, 2024 Economics of Financial Technology Conference, 2024 SNB Conference on Cryptoassets, 2024 Imperial College Hedge Fund Conference, Swiss National Bank

Price Discovery in Cryptocurrencies: Trades versus Liquidity Provision [December 2023]

with Roman Kozhan, Olga Klein, Ganesh Viswanath-Natraj

Selected Presentations:  2024 Torino Decentralized Finance Conference, 6th Sydney Market Microstructure and Digital Finance Meeting

Awards: Best DeFi Paper at the 6th Sydney Market Microstructure and Digital Finance Meeting