Alternative Investments, Hedge funds, Credit risk management, CDS pricing, Systemic risk, Regulations
Organizer of a Hedge Fund conference
The Role of Hedge Funds and other Collective Investment Funds in the Modern World
Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance, with Olivier Le Courtois and Xia Xu, 2017
Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation, with Michael Bowe and Marcin Jerzy Michalski, 2017
Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function with Michael Bowe and Marcin Jerzy Michalski, 2016.
Systematic and Firm-Specific Risks of CDS Spreads: Credit and Liquidity under Scrutiny, with Ming-Tsung Lin and Ser-Huang Poon, 2016.
Does Short-termism Shape up Mergers? The Role of Hedge Funds In M&A deals, with Ning Gao and Achim Mattes, 2017
The working papers can be downloaded from the SSRN here