Research

Curriculum Vitae (PDF)

Education

Ph.D. Finance, University of Amsterdam, 2007

M.Phil. Economics, University of Cambridge, 2003

Journal Publication

Review of Financial Studies, Vol.24(2):358-401 (February 2011)
(with Zacharias Sautner, University of Amsterdam, and Martijn Cremers, Yale)

The Dark Side of Bank Wholesale Funding  (with Lev Ratnovski, IMF)
Journal of Financial Intermediation, Vol.20(2):248-63 (April 2011)
Featured in The Economic Times (Indian national newspaper). 


Journal of Development Economics, Vol.87(2):333-353 (October 2008)
Featured in The Guardian (UK national newspaper) " Lunchers lurch behind lean, mean machine" (March 28, 2005)  

European Economic Review, Vol.51(1):161-181 (January 2007)

Working Papers

presented at Washington University Corporate Finance Conference (short presentation session), Federal Reserve system conference (Kansas City), Southern Methodist University, Indiana University, Baruch College, University of Western Ontario, Georgia Institute of Technology, Michigan State University, University of Miami

presented at NYU Stern/New York Fed financial intermediation conference, FDIC Annual Banking Conference

The Effect of Monetary Tightening on Local Banks (requested for revision at Journal of Money, Credit and Banking
Presented at Bank of Canada, Bank of England, Bank of Sweden, Deutsche Bundesbank, Atlanta Fed, San Francisco Fed, and Kansas City Fed.
 

Work in Progress

Investment, Internal Funding, and the Maturity Structure of Ship Charter Contracts

Product Market Relation Risk and Expected Stock Returns

The Cross-Section of Bank Stock Returns

A Theory of Bankers as Both Salesmen and Risk Managers (with Lev Ratnovski, IMF)

Secured and Unsecured Loans in the Interbank Market