- International finance
- FX/interest rate derivatives
- Equity market volatility
- Portfolio choice, asset allocation, and investment strategies
- Term structure modelling
Title: "Essays in Financial Economics"
Chapter 1: "The failure of covered interest parity: FX hedging demand and costly balance sheets"
Chapter 2: "Agency and rising volatility"
Chapter 3: TBC
Work in progress:
- Low volatility style rotation
- Tax reform and funding markets
- Taxes and price distortion: evidence from the UK housing market