Research Projects

​​​

On-the-run Premia, Settlement Fails, and Central Bank Access (WP), rej. & res. at the Journal of Financial Economics 

​​

Credit and Anonymity (WP), cond. accepted at the Journal of Economic Theory

with R. Taudien

​​​

Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns (WP)

with R. Juelsrud, P. Nenov, and O. Syrstad

​​​​​​​

The Usage of Security Lending Facilities under Unconventional Monetary Policy: Evidence from Sweden (WP)

with M. Blix Grimaldi and D. Vestin

The on-off switch: hedging and pooling in government bond markets

with A. Walton

​​​​​​​​​

​​

Analytical Notes

​​

Repo transaction costs and balance sheet frictions

with Y. Belkacem and A. Walton

​

​​​​​​

Other Projects

​​

Covered Interest Rate Parity Deviations

first year PhD project, 2020

​

Exercise Manual to Macroeconomic Analysis
with D. Niepelt, L. Driussi, and C. Lardy, The MIT Press, 2019, link

Data Project: Development of a Methodology to estimate the Country Breakdown of Swiss Tourism Exports and Imports
data is regularly published on the SNB data portal (link), 2018

​

The Effects of a Countercyclical Capital Buffer in a DSGE Model for Switzerland
master thesis, 2017

Marktanalyse und Abschätzung der Marktentwicklung von nicht-medizinischen genetischen Untersuchungen
translated English title: Market Analysis and Estimation of the Market Development of non-medical genetic Testing
with M. Frey on behalf of the FOPH, 2015, link

​

​

​

​​