Research programmes

Research series

Connected papers, organized around substantive economic questions.

Productive capacity, investment commitments, and risk across the infrastructure supporting artificial intelligence.

Monetary normalization, institutional portfolio adjustment, and yen carry unwinds.

Wasserstein methods for measuring market memory, monitoring stress, and examining distributional states.

Bank equity, credit, and the paths of economic recovery after financial crises.

Climate-related information, rating resolution, and the measurement of financial risk.

AI adoption, financial decision-making, learning, market behaviour, and the economics of new technologies.

Trading rules, investor protection, institutional coordination, fiduciary services, and market design.

Volatility measurement, forecasting, model evaluation, and financial risk.

Interest rates, policy uncertainty, cross-market transmission, and economic adjustment.

Monetary policy expectations, central-bank language, voting authority, and financial markets.

Compute investment, electricity contracts, financing, energy markets, and infrastructure risk.

Roughness measurement, funding rates, tail risk, and distributional states in crypto perpetual futures.