Research
Publications:
Bank Opacity and Safe Asset Moneyness (March 2024) Forthcoming at the Journal of Money, Credit and Banking
[JMCB Website Early View] [PDF]
Financial Crisis as a Run on Profitable Banks (May 2024) Annals of Economics and Finance
Working Papers:
How the Cryptocurrency Market is Connected to the Financial Market (March 2024) [substantially revised draft coming soon]
[PDF]
Media coverages: [Bloomberg], [MarketWatch]
Monetary Policy, Digital Assets, and DeFi Activity (April 2023) (with Antzelos Kyriazis, Iason Ofeidis, Georgios Palaiokrassas, Leandros Tassiulas)
[PDF]
Works in Progress
Asset Pricing Using Reddit: A Machine Learning Approach (with Eojin Cho and Hyun Kyu Lee)
Macroeconomic Model of Market Power in the Global Semiconductor Industry
Bank’s Solvency-Liquidity Nexus (with Andrew Metrick)
Bitcoin-Stablecoin Nexus (with Gary Gorton)
Moneyness Cycles