Research

My current work considers financial intermediation & stability issues, with a focus on the U.S. money markets.

Academic Papers 

Quarterly Journal of Economics (forthcoming).

Journal of Finance (forthcoming).

Journal of Monetary Economics (May 2023) vol. 136, pp. 35-49.

Journal of Money, Credit, and Banking (August 2019) vol. 51(5), pp. 1137-1168.

Review of Economic Dynamics, special issue on Fragmented Financial Markets (July 2019) vol. 33, pp.228-249.

Energy Economics (June 2019) vol.81, pp. 1148-1166. 

Journal of Money, Credit, and Banking (February 2019) vol. 51(1), pp. 195-226.  

Review of Economics and Statistics (July 2016) vol. 98(3), pp. 601-616.

Journal of Finance (December 2014), vol. 69(6), pp. 2343-2380.

Rand Journal of Economics (Fall 2014), vol. 45(3), pp. 624-644.

 Risk Topography: Systemic Risk and Macro Modeling. Ed. Markus K. Brunnermeier and Arvind Krishnamurthy. Chicago: University of Chicago Press, (2013).

Journal of Productivity Analysis (February 2013), vol. 39(1), pp. 47-59.

Economic Inquiry (January 2013), vol. 51(1), pp. 288-303.

Review of Income and Wealth (March 2012), vol. 58(1), pp.166-182.

Rand Journal of Economics (Spring 2011) vol. 42(1) pp. 121-149.

Journal of Applied Econometrics (March 2011), vol. 26(2), pp.232-269.

Review of Economic Studies (January 2009), vol. 76(1), pp. 93-113.

Economic Theory (June 2007), vol. 31(3), pp.523-538. 

 Federal Reserve Bank of New York publications (peer reviewed)

Economic Policy Review, (December 2023) vol. 29(3).

Economic Policy Review, (August 2021), vol. 27(2).

Economic Policy Review (December 2015) vol. 21(2), pp. 1-38.

Economic Policy Review (October 2015) vol 21(1), pp. 1-18.

Economic Policy Review (November 2012), vol. 18(3), pp.17-28.

Economic Policy Review (July 2012), vol. 18(2), pp.83-93.

Reference Papers