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), submitted
Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns (Current WP, Norges Bank WP), submitted
with R. Juelsrud, P. Nenov, and O. Syrstad
The Usage of Security Lending Facilities under Unconventional Monetary Policy: Evidence from Sweden (Sveriges Riksbank WP), submitted
with M. Blix Grimaldi and D. Vestin
Work in Progress
The On-Off Switch: Hedging and Pooling in Government Bond Markets (draft available soon)
with A. Walton
Bank of Canada Analytical Papers
Repo Transaction Costs and Balance Sheet Frictions (P), 2026
with Y. Belkacem and A. Walton
Who Matters in Repo: Dealer-Client Relationships and Funding Stability in Canadian Markets, forthcoming
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 (link), 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