Working Papers
Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market (with Neil Bhutta and Aurel Hizmo), January 2021Â
Revise&resubmit, Journal of Finance
How Resilient Is Mortgage Credit Supply? Evidence from the COVID-19 Pandemic (with Aurel Hizmo, Lauren Lambie-Hanson, James Vickery, and Paul Willen), May 2021
Revise&resubmit, Journal of Finance
Does CFPB Oversight Crimp Credit? (with Matthew Plosser and James Vickery), May 2023
Revise&resubmit, Review of Financial Studies
The Effect of Macroprudential Policies on Homeownership: Evidence from Switzerland (with Elio Bolliger, Adrian Bruhin, and Maja Ganarin), December 2022
Revise&resubmit, Journal of Urban Economics
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Facts About the Effects of the Federal Reserve's Mortgage Market Investments (with Paul Willen), August 2010 (partly superseded by "The Time-Varying Price of Financial Intermediation in the Mortgage Market")