Research

Research Affiliate, Financial Economics Programme

Centre for Economic Policy Research 

Research Interests:

• Banking - Liquidity, Crises, Systemic Risk, Regulation, Diversification of Loan Portfolios 
• Corporate Finance - Cash Management, Incentive Compensation, Bankruptcy Systems, Private Equity and Corporate Governance 
• Asset Pricing - Causes and Effects of Time Variations in Liquidity, Disclosure and Insider Trading 
• Valuation and Hedging of Corporate Debt and Credit Derivatives
• International Finance - Growth and Crises
• Agency Theory in General Equilibrium

Publications:

• Articles
• Working Papers and Current Projects
• Book and Short Articles on the Sub-Prime Crisis