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]

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