Papers
A Structural Model of Interbank Network Formation and Contagion
with Jamie Coen (Imperial College)
Accepted, Journal of Financial Economics
Collateral Demand in Wholesale Funding Markets
with Jamie Coen (Imperial College) and Anne-Caroline Hüser (Bank of England)
Accepted, Review of Financial Studies
Information Loss during Financial Crises
R&R, Journal of Financial and Quantitative Analysis
A Structural Model of Liquidity in Over-the-Counter Markets
with Jamie Coen (Imperial College)
patrick-coen.com 