Research

Working Papers

Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities (2026)
with Thiemo Fetzer, Benjamin Guin and Farzad Saidi
Revise & Resubmit, Journal of Financial and Quantitative Analysis

Asymmetric Information and Capital Regulation in SME Lending: A Structural Model of Bank and Non-Bank Competition (2026)
with Negar Mohammadi Jazi

Government Banks and Interventions in Credit Markets (2026)
with Gustavo Joaquim and José Renato Ornelas

Optimal Allocation of Relief Funds: The Case of the Paycheck Protection Program (2024) Under revision
with Gustavo Joaquim

Bank Incentives and the Impact of the Paycheck Protection Program (2021) Under revision
with Gustavo Joaquim

Work in Progress