Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches Review of Finance, 2024
Joint with Shusen Qi, Ralph De Haas, Steven Ongena, Stefan Straetmans
Paper (SSRN);
The Informational Impact of Prudential Regulations Journal of Financial Intermediation, 2024
Joint with Kebin Ma (Warwick Business School) ---Â
Paper (SSRN);
When Green Meets Green. Journal of Corporate Finance (2023).
Joint with Hans Degryse, Roman Goncharenko and Carola Theunisz (all KU Leuven)
Paper (SSRN);
2021 SANFI Award to the Best Paper on Banking presented at the XXVIII Finance Forum (AEFIN)
Blog coverage: World Bank. VoxEU column.
The Interoperability of Financial Data (Submitted)
Joint with Elif Cansu Akoguz and Tarik Roukny
Latest version (SSRN);
Big data and relationship banking with naivety and adverse selection (Submitted)
Joint with John Thanassoulis (Warwick Business School)
(Earlier version published as CEPR Press Discussion Paper No. 18171.)
Latest version (SSRN);
To Cut or Not To Cut: a Model of Bank Dividend Restrictions (Submitted)
Paper (SSRN);
The emergence of interbank network structures from bilateral partner limits
Joint with Edina Berlinger (Corvinus University) and Zsolt Bihary (Corvinus University)
Paper (soon);
The Green Transition and Bank Financing. European Economy. Banks, Regulation, and the Real Sector. 2022. (Link)
Joint with Hans Degryse, Roman Goncharenko, Carola Theunisz.
The core-periphery structure of the Hungarian Interbank Deposit Market (2017, Kozgazdasagi Szemle (HU))
Joint with Edina Berlinger (Corvinus University), Barbara Domotor (Corvinus University) and Daroczi Gergely
Paper (Hungarian).
Mastering R for quantitative finance. Packt Publishing Ltd, 2015. Author of Chapter: Time Series Analysis (Link)
Fire Sale in a Liquidation Game with Leverage Requirements
Paper; Presentation;
Global games in a networked environment
An extended example;