Financial Frictions and Systemic Risk - Research Projects
A Dynamic Model of Treasury Markets with Implications for Monetary Policy and Financial Stability
Investigators: Quentin Vandeweyer, University of Chicago and Adrien d’Avernas, Stockholm School of Economics
Banking on Uninsured Deposits
Investigators: Itamar Drechsler, University of Pennsylvania and NBER, Alexi Savov, New York University and NBER, Philipp Schnabl, New York University and NBER, and Olivier Wang, New York University
How Does Investor Demand Affect CLO Creation, Firm Borrowing, and Investment?
Investigators: Abhishek Bhardwaj, Tulane University, Shan Ge, New York University, and Saptarshi Mukherjee, Northeastern University
Interdealer Price Dispersion
Investigators: Andrea L. Eisfeldt, University of California, Los Angeles and NBER, Bernard Herskovic, University of California, Los Angeles and NBER, and Shuo Liu, Tsinghua University
Treasury Demand
Investigators: Kristy Jansen, University of Southern California, Wenhao Li, University of Southern California, and Lukas Schmid, University of Southern California
Financial Linkages and Stability via Tax Havens
Investigators: Matteo Maggiori, Stanford University and NBER and Jesse Schreger, Columbia University and NBER