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Curriculum Vitae
Published Papers
Did Securitization Lead to Lax Screening? Evidence from Subprime Loans, Quarterly Journal of Economics (with Ben Keys, Tanmoy Mukherjee and Amit Seru).
- Winner of the EuroBank award for the best paper at
the 2008 European Finance Association Conference
- Best paper award at 2008 Mitsui Conference on Credit
Risk
- Citigroup best paper award at the CAF Summer Research
Conference
- Winner of 2008 BSI Gamma Foundation Grant: The Credit
Crisis: Causes, Effects and Lessons
How Law Affects Lending, Review of Financial Studies (with Rainer Haselmann and Katharina Pistor).
Statistical Default Models and Incentives, American Economic Review,
P&P, May 2010 (with
Uday Rajan and Amit Seru).
Financial
Regulation and Securitization: Evidence from Subprime Loans, Journal of Monetary Economics (with Ben Keys, Tanmoy Mukherjee and Amit
Seru).
Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis, Journal of Financial Economics (with Tomasz Piskorski and Amit Seru).
On the distribution
of Lin-Kernighan travelling salesman tour lengths, European Journal of Operations Research, 1, (2008) (with
Udatta Palekar).
Working Papers
The Failure
of Models that Predict Failure: Distance, Incentives and Defaults,
(with Uday Rajan and Amit Seru).
Access to Collateral and Corporate Debt
Structure: Evidence from a Natural Experiment.
Labor and Capital: Is Debt a Bargaining Tool? (with Elena Simintzi and Paolo Volpin).
The
Differential Impact of Bank Liberalization (with Rainer Haselmann)
[paper available upon request].
Teaching
Foundations of Finance
Investments
Financial Economics II
(PhD)