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Data and appendices

Debt specialization, with Filippo Ippolito and Kai Li, 2013, Journal of Finance :

Which financial frictions? Parsing the evidence from the financial crisis of 2007-9, with Tobias Adrian and Hyun Song Shin, 2013, NBER Macroeconomics Annual 2012 :

Information linkages and correlated trading, with Antonio Mele, 2010, Review of Financial Studies :


Last change 28/05/2015