WORKING PAPERS

Intermediary Leverage Shocks and Funding Conditions (2020), (with Jean-Sébastien Fontaine and Sermin Gungor).

Uncovering Asset Market Participation from Household Consumption and Income,” (2021), (with Veronika Czellar and François Le Grand), Appendix.

“A Macro-finance Model of the Term Structure With Time-varying Market Prices of Risk,” (2015), (with Eric Jondeau and Florian Pelgrin), under revision.

“Funding Liquidity, Market Liquidity and the Cross-section of Stock Returns,” (2016),  (with Jean-Sébastien Fontaine and Sermin Gungor).