Academic journals
Latent fragility: Conditioning banks' joint probability of default on the financial cycle
Journal of International Money and Finance, 146, 103107
High-frequency trading in the stock market and the costs of options market making
Journal of Financial Economics, 159, 103900
Dynamic industry uncertainty networks and the business cycle
Journal of Economic Dynamics and Control, 159, 104793
Cleansing by tight credit: Rational cycles and endogenous lending standards
Journal of Financial Economics, 150(1), 46-67
Research highlight
Informational Black Holes in Financial Markets
Journal of Finance, 78 (6), 3099-3140
The spread of COVID-19 in London: Network effects and optimal lockdowns
Journal of Econometrics, 235 (2), 2125-2154
