Research
Working Papers
U.S. Monetary Policy Spillovers to Emerging Markets: Both Shocks and Vulnerabilities Matter (with Shaghil Ahmed and Albert Queralto) June 2021
Financial (In)Stability Real Interest Rate, R** (with Gianluca Benigno, Marco Del Negro, and Albert Queralto) November 2020
Publications
Credit Spreads, Financial Crises, and Macroprudential Policy (with Albert Queralto) Working Paper Replication Liberty Street Blog
American Economic Journal: Macroeconomics; Forthcoming
Financial Frictions and Macroeconomic Fluctuations in Emerging Economies Working Paper
Journal of Money, Credit and Banking; Forthcoming
Good News is Bad News: Leverage Cycles and Sudden Stops (with Ryan Chahrour) Working Paper Replication Liberty Street Blog
Journal of International Economics; September 2018
How effective are macroprudential policies? An empirical investigation (with Jane Olmstead-Rumsey) Working Paper Liberty Street Blog
Journal of Financial Intermediation; January 2018
Journal of International Economics; November 2013