Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model (Appendix)
Banks' Risk Exposure, Coauthor: Monika Piazzesi and
Martin Schneider, under revision for Econometrica
Firm Financing over the Business Cycle
Coauthor: Juliana Salomao
Firm Selection and Corporate Cash Holdings
Coauthor: Berardino Palazzo
Financial Regulation in a Quantitative Model of the Modern Banking System
Coauthor: Tim Landvoigt
WFA Award for Best Paper on Financial Institutions
Work in Progress
What can we learn from the financial flows of the 2008-2009 crisis?
Coauthor: Saki Bigio and Jeremy Majerovitz
The Private Costs of Highly Levered Banks
Coauthor: Erik Stafford
Monetary Policy, Funding Flows, and Financial Stability
Coauthor: Sam Hanson and
Remapping the Flow of Funds
Chap. 4 in Risk Topography: Systemic Risk and Macro Modeling, edited by Markus Brunnermeier and Arvind Krishnamurthy.
NBER Conference Report. University of Chicago Press, 2014.
Coauthors: Monika Piazzesi and Martin Schneider