Projects

Publications

​​​

Credit, Money and (Pseudo-)Anonymity (P), Journal of Economic Theory (2026)

with R. Isch-Taudien

​​

​

Working Papers

​​​

Settlement Risk and Treasury Market Restructuring: Implications for Off-the-Run Trading (WP), rej. & res. at the Journal of Financial Economics 

​​​​​

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

​​

​

Work in Progress

​​​

The On-Off Switch: Hedging and Pooling in Government Bond Markets (draft soon available)

with A. Walton

​​​

​

BoC Analytical Papers

​​​

Repo Transaction Costs and Balance Sheet Frictions (P)

with Y. Belkacem and A. Walton​​

​

Who Matters in Repo: Dealer-Client Relationships and Funding Stability in Canadian Markets
with N. Maru, B. Plong, S. Tchamova, A. Walton and Y. Wang

​​​

​

Other Projects​​

​​

Financial System Survey of the Bank of Canada, with the Special Topic “AI in the Canadian Financial System”
project lead; survey is published on the BoC website (link), 2026

​

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

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's thesis, 2017

Marktanalyse und Abschätzung der Marktentwicklung von nicht-medizinischen genetischen Untersuchungen

English Translation: Market Analysis and Estimation of the Market Development of Non-Medical Genetic Testing with M. Frey on behalf of the Federal Office of Public Health, 2015