WORKING PAPERS
Expectation Formation with Correlated Variables (with Simin He)
Additional material: Replication files; Dataset
Quantifying Noise (with Artūras Juodis) (R&R @ QE)
Additional material: Slides; Replication files
Measuring Biases in Expectation Formation (with Florian Peters) (R&R @ REStat)
Additional material: Slides; Replication files
The Importance of Being Prudent: Leverage and the Informational Content of Dividends
Additional material: Slides; Replication files
Liquidity Creation and Financial Stability: The Role of Hidden Trades
Additional material: Slides; Internet appendix; Replication files
PUBLICATIONS
Aggregate Risk and Efficiency of Mutual Funds
Journal of Banking & Finance (2019), 101: 1-11
When are banks better than markets? Comment on Zimper (2013)
Economics Letters (2016), 147: 171-173
Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter
PLoS ONE (2021), 16(1): e0244474
(with Francisco Arroyo Marioli, Francisco Bullano, and Carlos Rondón-Moreno)
Additional material: Online dashboard; Coverage in "Our World in Data"