Published blog posts, almost all on Liberty Street Economics
These posts are a mixture of stylized facts and advertisements of my research papers
2021-2025
with Sarah Yu Wang (Liberty Street Economics, October 21, 2024)
with Cecilia Caglio (Liberty Street Economics, April 08, 2024)
with Haelim Anderson (Liberty Street Economics, May 12, 2023)
with Frank M. Keane and Jenny Phan (Liberty Street Economics, May 08, 2023)
with Catherine Huang and Kailey Kraft (Liberty Street Economics, October 12, 2022)
with Jordan Barone, Alain Chaboud, Cullen Kavoussi, Frank M. Keane, and Seth Searls (Liberty Street Economics, July 12, 2022)
What Quantity of Reserves Is Sufficient?
with Darrell Duffie and Yilin (David) Yang (Liberty Street Economics, September 29, 2021)Intraday Timing of General Collateral Repo Markets
with Kevin Clark, R. Jay Kahn, Antoine Martin, Mark Paddrik, and Benjamin Taylor (Liberty Street Economics, July 14, 2021)How Competitive are U.S. Treasury Repo Markets?
with R. Jay Kahn, Antoine Martin, Matthew McCormick, Will Riordan, Kevin Clark, and Timothy Wessel (Liberty Street Economics, February 18, 2021)
2016-2020
(Liberty Street Economics, November 10, 2020)
with Haelim Anderson and Jin-Wook Chang (FinReg Blog, July 3, 2020)
with Haelim Anderson (Liberty Street Economics, April 02, 2020)
with Ira Selig and Anya Tarascina (Liberty Street Economics, April 03, 2019)
with Linsey Molloy and Anya Tarascina (Liberty Street Economics, February 25, 2019)
with Michael J. Fleming, Frank M. Keane, and Radhika Mithal (Liberty Street Economics, September 12, 2018)
with Ira Selig and Noah Zinsmeister (Liberty Street Economics, October 04, 2017)
with Ira Selig and Noah Zinsmeister (Liberty Street Economics, October 02, 2017)
with Alyssa Cambron, Marco Cipriani, Scott Sherman, and Brett Solimine (Liberty Street Economics, June 19, 2017)
with Alexandra Altman, , Marco Cipriani, Scott Sherman, and Brett Solimine (Liberty Street Economics, December 19, 2016)
with Marco Cipriani (Liberty Street Economics, May 05, 2016)
with Marco Cipriani (Liberty Street Economics, May 04, 2016)
2011-2015
End of the Road? Impact of Interest Rate Changes on the Automobile Market
with George Hall and Louis J. Maccini (Liberty Street Economics, November 23, 2015)Don’t Be Late! The Importance of Timely Settlement of Tri-Party Repo Contracts
with Ira Selig (Liberty Street Economics, October 20, 2014)Lifting the Veil on the U.S. Bilateral Repo Market
with Isaac Davis, Eric LeSueur, and Antoine Martin (Liberty Street Economics, July 09, 2014)What’s Your WAM? Taking Stock of Dealers’ Funding Durability
with Isaac Davis and Ira Selig (Liberty Street Economics, June 09, 2014)Are Higher Haircuts Better? A Paradox
with Brian Begalle, Antoine Martin, James J. McAndrews, and Susan McLaughlin (Liberty Street Economics, August 19, 2013)Magnifying the Risk of Fire Sales in the Tri-Party Repo Market
with Leyla Alkan, Vic Chakrian, Isaac Davis, and Antoine Martin (Liberty Street Economics, July 17, 2013)The Odd Behavior of Repo Haircuts during the Financial Crisis
(Liberty Street Economics, September 17, 2012)Intraday Liquidity Flows
with Michele Braun, Alexa Herlach, and Radhika Mithal (Liberty Street Economics, August 06, 2012)Income Evolution at BHCs: How Big BHCs Differ
(Liberty Street Economics, July 23, 2012)Mapping and Sizing the U.S. Repo Market
with Isaac Davis, Eric LeSueur, and Antoine Martin (Liberty Street Economics, June 25, 2012)Cash Assets of Foreign Banks: An Example of Seasonal Adjustment Gone Awry
with Todd Keister and Parinitha Sastry (Liberty Street Economics, January 09, 2012)Everything You Wanted to Know about the Tri-Party Repo Market, but Didn't Know to Ask
with Lucinda Brickler and Antoine Martin (Liberty Street Economics, April 11, 2011)