Karolis Liaudinskas
About me:
I do research in financial intermediation at Norges Bank (the central bank of Norway)
I hold a Ph.D. (cum laude) in Economics, Finance and Management from Universitat Pompeu Fabra (UPF)
Contact:
karolis.liaudinskas@norges-bank.no phone: +47 40 55 79 81
Publications:
How forced switches reveal switching costs: evidence from the loan market. Journal of Financial and Quantitative Analysis, (2023), 1–41. https://doi.org/10.1017/S0022109023001096
Monetary policy spillover to small open economies: is the transmission different under low interest rates? Journal of Financial Stability, 65 (2023), (with J. Cao, V. Dinger, T. Gomez, M. Hodula, A. Jara, R. Juelsrud, S. Malovana, Z. Gric, and Y. Terajima)
Working papers:
Rationality and disposition effect in algorithmic trading
Presented at NBER Summer Institute 2024 (see video on Youtube or embedded at the bottom of this page), The 20th EUROFIDAI-ESSEC Paris December Finance Meeting, IBEFA 2022 Summer Meeting, the 4th Research in Behavioral Finance Conference, The 4th Israel Conference in Behavioral Finance, the World Finance Conference 2022 and research seminars of Norges Bank and Universitat Pompeu Fabra.
Foreign exchange risk management: supervisory data evidence (with P. Abbassi, L. Laeven, and J.L. Peydró)
Trade conflicts and credit supply spillovers: Evidence from the Nobel Peace Prize trade shock (with J. Cao, V. Dinger, and R. Juelsrud)
Work in progress:
Consumption, crises and LTV policies (with K.A. Aastveit, R. Juelsrud, and J.L. Peydró)
The relationship lending channel of monetary policy transmission (with J. Cao and P. Dubuis)
Derivatives margining, and dealer intermediation under stress (with T. Kockerols, O. Syrstad, and S. Ter Ellen)
Presentation of the paper "Rationality and disposition effect in algorithmic trading" at NBER Summer Institute 2024, Big Data and High-Performance Computing for Financial Economics
presentation at Big_Data_-_NBER_Summer_Institute_2024.mp4