I work with Professor Gregory Weitzner of McGill University on the contract theory of loans. A paper I helped with was accepted into the Review of Economic Studies.
Paper #1
"Bank Information Production Over the Business Cycle"
Shows that information quality improves as economic conditions deteriorate
It has an empirical part, but I worked on the theoretical framework, which creates a mathematical model and shows the hypothesis holds at equilibrium
I helped prove some of the necessary properties and also proofread for math/logical errors
This paper was accepted into the Review of Economic Studies, a Top Five economics journal.
Paper #2
"Short-Term Debt Information Acquisition"
This paper provides a theoretical rationalization for margin loans, since they prevent lenders from producing too much information about borrowers' assets by forcing liquidation prior to maturity following a negative shock.
This mainly uses contract theory to show the hypothesized properties hold at equilibrium
I helped prove some of the necessary properties and also proofread for math/logical errors
