Three major liquidity crises shown as spikes in the provision of dollars from the Federal Reserve. The 2012 sovereign debt crisis is dwarfed by the 2008 crisis and the covid effect on financial markets
If you are interested in being a mentee, please apply here. The full list of mentors with their associated session topics and mentee preferences is available here. We expect the sessions to be hosted approximately in June and November, though exact scheduling is up to each mentor. Time for each mentee to present will be very limited, perhaps as little as ten minutes at each session, so the focus will be on refining the essence of your research. (Links in the text of the post.)
Mentoring program - great initiative of the Econometric Society www.econometricsociety.org/mentoring-pr...
New quarter starting!
New working paper: Dealer Costs and Customer Choice, with Lucas Dyskant and Bruno Sultanum
We analyze the effects of the Volcker rule with a search model in over-the-counter markets
We explain changes in liquidity provision and indicate the possibility of crises
drive.google.com/file/d/1RTut...
