Research

Working papers:

The Informational Impact of Prudential Regulations (Revise & Resubmit)
Joint with Kebin Ma (Warwick Business School)
Paper (SSRN);

The Cost of Banking with Naivety and Adverse Selection (Submitted)
Joint with John Thanassoulis (Warwick Business School)
CEPR Press Discussion Paper No. 18171.
Latest version (SSRN);

To Cut or Not To Cut: a Model of Bank Dividend Restrictions (Submitted)
Paper (SSRN);

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches (Submitted)
Joint with Shusen Qi, Ralph De Haas, Steven Ongena, Stefan Straetmans
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);

Published papers:

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 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)

Projects temporary on hold:

Fire Sale in a Liquidation Game with Leverage Requirements
Paper; Presentation;

Global games in a networked environment
An extended example;