Working Papers

How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic (with Aurel Hizmo, Lauren Lambie-Hanson, James Vickery, and Paul Willen), October 2024

Underwater: Strategic Trading and Risk Management in Bank Securities Portfolios (with Teodora Paligorova and James Vickery), October 2024

Affordable housing, unaffordable credit? Concentration and high-cost lending for manufactured homes (with Sebastian Doerr), July 2024

Nothing to hide? Gender and age differences in willingness to share data (with Olivier Armantier, Sebastian Doerr, Jon Frost, and Kelly Shue), March 2024 (see also BIS Bulletin on "Whom do consumers Trust with their data?")

Does CFPB Oversight Crimp Credit? (with Matthew Plosser and James Vickery), May 2023

A Diverse Fed Can Reach Underrepresented Groups (with Francesco D'Acunto and Michael Weber), May 2022 [2-page summary] [slides]

Measuring and Stress-Testing Market-Implied Bank Capital (with Martin Indergand and Eric Jondeau), January 2022

Regulation and Risk Shuffling in Bank Securities Portfolios (with James Vickery), June 2018

$1.25 Trillion is Still Real Money: Some Facts About the Effects of the Federal Reserve's Mortgage Market Investments (with Paul Willen), August 2010 (partly superseded by "The Time-Varying Price of Financial Intermediation in the Mortgage Market")