Work in Progress

• Shocks and Equity Yields (with Martijn Boons and Andrea Tamoni)
• This Time It is Really Different: Modeling the Dynamics of Crises (with Christian Heyerdahl-Larsen and Philipp Illeditsch)
• Price Determination in FX OTC Markets (with Umang Khetan)
• On the Disconnect between the Macroeconomy and the Stock Market