Associate Professor (Reader) in Finance, Cass Business School
Research Associate, Financial Markets Group - London School of Economics
This is my personal homepage. See also my official Cass homepage.
Cass Business School
106 Bunhill Row
London EC1Y 8TZ, UK
tel: +44 (20) 7040 5106
Corporate finance, financial intermediation, debt financing, debt markets
Older unpublished work
- "Debt Maturity and the Liquidity of Secondary Debt Markets," with Anatoli Segura.
Journal of Financial Economics, forthcoming.
[Paper] [Paper on SSRN] [Paper on ScienceDirect] [Online Appendix]
- "Preventing Zombie Lending," with Gerard Llobet.
Review of Financial Studies, March 2014, 27(3), 923-956.
[Paper] [Paper on SSRN] [Paper at Oxford Journals Online] [Non-technical description on VoxEU]
- "Creditor Coordination, Liquidation Timing, and Debt Valuation."
Journal of Financial and Quantitative Analysis, October 2011, 46(5), 1407-1436. [Paper] [Paper on SSRN] [Paper at Cambridge Journals Online]
- "A Structural Model of Debt Pricing with Creditor-Determined Liquidation," with Hassan Naqvi.
Journal of Economic Dynamics and Control, May 2010, 34(5), 951-967. [Paper] [Paper on SSRN]
- "Recovery Rates, Default Probabilities, and the Credit Cycle," with Carlos González-Aguado.
Journal of Banking and Finance, April 2010, 34(4), 713-723. [Paper] [Paper on SSRN] [Presentation] [Sample Matlab Code] [Web appendix]
- "Deposit Insurance and Money Market Freezes," with Javier Suárez.
Journal of Monetary Economics, January 2010, 57(1), 45-61. [Paper] [Paper on SSRN] [Presentation] [Non-technical description on VoxEU]
- "Estimating Structural Models of Corporate Bond Prices," July 2007.
I organized a Workshop on Corporate Debt Markets, at Cass Business School, on March 10, 2017.
Also, I have a page about useful software for economists, and one on which I put up some code that I wrote.