Research In Progress

  • “Interest Rate Derivative Instruments”
  • “Credit Risk of Derivatives and Credit Derivatives: Valuation”
  • “Credit Risk of Derivatives and Credit Derivatives: Corporate Financial Effects”
  • “Liquidity Effects in Corporate Debt and Options Markets”
  • “Liquidity and Credit Effects in Sovereign Debt Markets”
  • “Limits to Arbitrage in Sovereign Debt Markets”
  • “Informed Trading Ahead of Corporate Announcements”
  • “Effect of High Frequency Trading on Market Quality: Euronext”
  • “Credit Ratings and Regulation” “Design of Corporate Securities”
  • “Determinants of Sovereign CDS Trading”
  • “Primary and Secondary Markets for Sovereign Debt”
  • “Quantitative Easing, Bond Market Scarcity and Liquidity in Government Bonds”
  • “International Evidence on the Investment and Financing Effects of Credit Default Swaps”
  • “Liquidity and High Frequency Trading”
  • “ESG Favoritism in Mutual Fund Families”
  • “Rivers and Cities: The ‘Floodium’ in Local Government Debt”
  • “ESG Risk in Private Equity Markets”
  • “Contractual Ambiguity, Regulatory Intervention, and Absolute Priority: CoCo Bonds”
  • “Municipal Bonds as High Quality Liquid Assets”
  • “Margin Rules, Informed Trading, and Market Microstructure”