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