Working papers

Pick Your Greens: Mortgage Market Share and Green Lending, with Michael Connolly

Adverse Selection Without a Housing Boom: Evidence from Fannie Mae's Credit Risk Transfers

Information Frictions and Security Design: Unsophisticated Investors or Opaque Assets?

Boosting the Effect of Peer Recognition on Cooperation? Experimental Evidence on a Workplace Intervention, with Sandra Polania-Reyes

Government Intervention and Collective Action: Induced Interaction Can Build Coordination, with Sandra Polania-Reyes

Identification of Other-Regarding Preferences: Evidence from a Common Pool Resource Game in Colombia , with Sandra Polania-Reyes

Publications

A nonparametric approach to incorporating incomplete workouts into loss given default estimates With Grazia Rapisarda, The Journal of Credit Risk. Volume 9, Number 2, Summer 2013

The Role of Small Debt in a Large Crisis: Credit Cards and the Brazilian Recession of 2014 (With Maria Paula Bertran)

Work in progress

Default Correlations, Skin in the Game and Insurance: The Effect of Guarantees on Residential Mortgage-Backed Securities