Research series
Connected papers, organized around substantive economic questions.
AI & Industrial Cycles
Productive capacity, investment commitments, and risk across the infrastructure supporting artificial intelligence.
Japan Macro-Finance
Monetary normalization, institutional portfolio adjustment, and yen carry unwinds.
Distributional Geometry
Wasserstein methods for measuring market memory, monitoring stress, and examining distributional states.
Financial Crises & Recovery
Bank equity, credit, and the paths of economic recovery after financial crises.
Climate & Financial Information
Climate-related information, rating resolution, and the measurement of financial risk.
AI & Financial Systems
AI adoption, financial decision-making, learning, market behaviour, and the economics of new technologies.
Institutions & Market Structure
Trading rules, investor protection, institutional coordination, fiduciary services, and market design.
Volatility & Financial Econometrics
Volatility measurement, forecasting, model evaluation, and financial risk.
Macro-Finance
Interest rates, policy uncertainty, cross-market transmission, and economic adjustment.
Central Banks & Communication
Monetary policy expectations, central-bank language, voting authority, and financial markets.
Energy & Compute Infrastructure
Compute investment, electricity contracts, financing, energy markets, and infrastructure risk.
Crypto Roughness & Perpetuals
Roughness measurement, funding rates, tail risk, and distributional states in crypto perpetual futures.