The paper “The Euro Interbank Repo Market” has been accepted and is now forthcoming in The Review Of Financial Studies. The corrected proof is available on the publisher’s website. You can still find the last working paper version of the paper on SSRN. Abstract: The search for a market design that ensures stable bank funding […]
Category Archives: Publications
Column on VoxEU.org
I have published a column titled “The foreign exchange market: Not as liquid as you may think” on VoxEU.org (together with Loriano Mancini and Angelo Ranaldo). The column presents the main results and policy implications of our recent paper on “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” in an accessible way.
Publication
The paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” has been (conditionally) accepted and is now forthcoming in the Journal of Finance. You can find the last working paper version of the paper on SSRN.
Paper accepted for publication in The Journal of Alternative Investments
The paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” has been accepted for publication and is now forthcoming in The Journal of Alternative Investements.