Rustam Jamilov

I am a PhD candidate in Economics at London Business School.

My research fields are macroeconomics and financial economics. I am also interested in monetary economics, asset pricing, and cybersecurity.

In October 2021 I will join All Souls College, University of Oxford, as a postdoctoral research fellow.

Working Papers

1. The Cross-Section of Risk-Taking and Asset Prices - Paper [September 2019]

- with Nuno Coimbra and Hélène Rey

2. Granular Credit Risk - Paper CEPR NBER Norges Bank [October 2020]

- with Sigurd Galaasen, Ragnar Juelsrud and Hélène Rey

- ERC/CEPR/LBS Conference on Granularity and Applications Website

- Media Coverage: Finansavisen (in Norwegian)

3. Credit Market Power: Branch-level Evidence from the Great Financial Crisis - Paper [November 2020]

[Substantially Improved Draft Coming Soon]

4. Bewley Banks - Paper CEPR [February 2021]

- with Tommaso Monacelli

5. A Macroeconomic Model with Heterogeneous Banks - Paper UniCredit WP [April 2021]

- VMACS video - Link

- UniCredit Foundation Award for the Best Economics Job Market Paper (Winner) Link

- AQR Asset Management Institute Fellowship Award (Winner)

- Qatar Centre for Global Banking & Finance Young Economist Prize (Runner-up)

6. The Anatomy of Cyber Risk - Paper CEPR NBER [May 2021]

- with Hélène Rey and Ahmed Tahoun

- Media Coverage: The Economist VoxEU

- My video with the Wheeler Institute for Business and Development - Link

Work in Progress

7. HBANK [Draft Coming Soon]

- with Tommaso Monacelli

8. Supply-Side Reforms, Demand-Side Effects

- with Plamen Nenov and Alp Simsek