Working Papers

A Structural Model of Interbank Network Formation and Contagion, Conditionally Accepted Journal of Financial Economics
with Patrick Coen

Collateral Demand in Wholesale Funding Markets, R&R Review of Financial Studies
with Patrick Coen & Anne-Caroline Huser

Regulating Inaction: The Case of Price Walking
with Alessandro Gavazza, Daniel Gottlieb, Tarun Ramadorai

A Structural Model of Liquidity in Over-the-Counter Markets
with Patrick Coen

Price Discrimination and Mortgage Choice
with Anil Kashyap and May Rostom

Whose Asset Sales Matter?
with Rhys Bidder, Caterina Lepore and Laura Silvestri

Pre-PhD Publications & Policy Work

The Determinants of Credit Union Failure: Insights from the United Kingdom
with William Francis and May Rostom, International Journal of Central Banking, 2019.

Taking regulation seriously: fire sales under solvency and liquidity constraints
with Caterina Lepore and Eric Schaanning

Simulating Stress across the Financial System: Resilience of Corporate Bond Markets and the Role of Investment Funds
with Yuliya Baranova, Pippa Lowe and Joe Noss, Bank of England Financial Stability Paper No. 42, 2017.