Research Projects

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

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

with R. Taudien

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

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

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

with M. Blix Grimaldi and D. Vestin

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Other Projects

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Covered Interest Rate Parity Deviations

first PhD year project, 2020

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

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

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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

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