Financial Intermediation Research
Publications
“The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market,” Philipp Schnabl (2012), Journal of Finance Volume 67, Issue 3
"Background Risk and Trading in a Full-Information Rational Expectations Economy," Richard C. Stapleton, Marti G. Subrahmanyam, and Qi Zeng (2012)
"Time Series Momentum," Tobias Moskowitz, Yao Hua Ooi, and Lasse Heje Pedersen, Journal of Financial Economics, 104 (2012)
Research Topics
- Banking
- Central Bank Policy
- Derivatives
- European Debt Crisis
- Housing and Mortgage Markets
- Market Design & Regulation
- Money Markets
- Systemic Risk