Research

Publications

``Improving Overnight Loan Identification in Payment Systems," 2016, Journal of Money, Credit and Banking, 48(2-3), pp. 549-564.
Working Paper Version -- Bank of Canada Staff Working Paper Series 2014-06.
Code -- [ zip ]; Online Appendix -- [ pdf ]

Works in Progress

``Intraday Trade Dynamics in Short-Term Funding Markets" (joint with Francisco Rivadeneyra); [ slides ] [pdf]

``Public Listing Choice with Persistent Hidden Information" (joint with Francesco Celentano)

``Liquidity, Creative Destruction and Firm Dynamics: The Hazard of Competitive Takeovers"