Published and Forthcoming
with M. Crosignani, L. Han, and A. Silva, Accepted at the Journal of Financial Economics
with M. Crosignani and A. Silva, Journal of Financial Economics (2023), Editor's Choice.
with I. Ivanov and J. Santos, Financial Management (2022).
with F. De Marco and R. Valchev, Review of Financial Studies (2022).
with A. Zhou, Management Science (2022).
with L. Li, Y. Li, and A. Zhou, Review of Financial Studies (2021).
with L. Pettit, Journal of Financial and Quantitative Analysis (2021).
with M. Carlson, Journal of Financial Economics (2020).
with S. Gissler and B. Narajabad, American Economic Association Papers and Proceedings (2020).
with E. Brancati, Financial Management (2020).
with E. Brancati, Journal of Financial Economics (2019).
Working Papers & Work in Progress
City Hall Has Been Hacked! The Financial Costs of Lax Cybersecurity, with F. Curti, I. Ivanov, and T. Zimmermann
Revise & Resubmit at the Review of Financial Studies
Providing Safety in a Rush: How did Shadow Banks Respond to a $1 Trillion Shock?, with S. Gissler and B. Narajabad
Revise & Resubmit at the Journal of Financial Intermediation
Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?, with K. Anadu, P. Azar, M. Cipriani, T. Eisenbach, C. Huang, M. Landoni, G. La Spada, A. Malfroy-Camine, and C. Wang
Revise & Resubmit at the Journal of Financial and Quantitative Analysis
Navigating Geopolitical Risk: Evidence from U.S. Mutual Funds, with M. Crosignani and L. Han
Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations, with M. Kruttli, P. Monin, and A. Zhou
Internal and External Capital Markets of Large Banks, with Lina Lu and Jonathan Wallen
Corporate Espionage and Innovation: Evidence from the Theft of Trade Secrets, with F. Curti, A. Mihov, and K. Pisciotta
Permanent Working Papers
Primary Dealers During the 2007-08 Crisis: Assessing Risks and Vulnerabilities
Interest on Reserves and Arbitrage in Post-Crisis Money Markets, with T. Keating, FEDS Working Paper No. 2017-124.
The Political Origin of Home Bias: the Case of Europe, with F. De Marco, FEDS Working Paper No. 2016-060.
Other Publications
Do Export Controls Erode the United States’ Lead—Or Protect It?, written for the Center for Strategic and International Studies (CSIS)
SOFR Dynamics Are Not What You Wished, written for The American Financial Exchange (AFX).
AMERIBOR: A Better Credit Sensitive Reference Rate, written for The American Financial Exchange (AFX).
The Anatomy of Export Controls, with M. Crosignani, L. Han, and A. Silva, Liberty Street Blog.
Runs on Stablecoins, with K. Anadu, P. Azar, M. Cipriani, T. Eisenbach, C. Huang, M. Landoni, G. La Spada, A. Malfroy-Camine, and C. Wang, Liberty Street Blog
Cyberattacks and Supply Chain Disruptions, with M. Crosignani and A. Silva, Liberty Street Blog.
Primary Markets for Short-Term Debt and the Stabilizing Effects of the PDCF, with M. Carlson, FEDS Notes.
The Impact of Natural Disaters on the Corporate Loan Market, with I. Ivanov and J. Santos, Liberty Street Blog.
Shining a Light on the Shadows: Dealer Funding and Internalization, with L. Pettit, FEDS Notes.
Primary Dealers' Behavior during the 2007-08 Crisis: Part I, Repo Runs, with R. Iyer, FEDS Notes.
Primary Dealers' Behavior during the 2007-08 Crisis: Part II, Deleveraging, with R. Iyer, FEDS Notes.
The Systemic Nature of Settlement Fails, with R. Iyer, FEDS Notes.
Interest on Reserves and Arbitrage in Post-Crisis Money Markets, with T. Keating, FEDS Notes.