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”