"Let’s Face It: Quantifying the Impact of Nonverbal Communication in FOMC Press Conferences" (with S. Kazinnik),
Journal of Monetary Economics, 2023, 139:110-126
"Workforce Policies and Operational Risk: Evidence from U.S. Banking Organizations" (with L. Fauver, and A. Mihov),
Journal of Financial and Quantitative Analysis, 2023, 58(7): 3085-3120
"Central Bank Communication and Website Characteristics" (with S. Kazinnik),
Journal of Economic Behavior and Organization, 2023, 212:1216-1241
"Cyber Risk Definition and Classification for Financial Risk Management" (with J. Gerlach, S. Kazinnik, M. Lee, and A. Mihov),
Journal of Operational Risk, 2023, 18(2)
"The Information Value of Past Losses in Operational Risk" (with M. Migueis),
Journal of Operational Risk, 2023, 18(2)
"Are the Largest Banking Organizations Operationally More Risky?" (with W. Scott Frame, and A. Mihov),
Journal of Money, Credit, and Banking, 2022, 54(5):1223-1259
"Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies" (with A. Berger, A. Mihov, and J. Sedunov),
Journal of Banking & Finance, 2022, 143
"U.S. Banking Sector Operational Losses and the Macroeconomic Environment" (with A. Abdymomunov, and A. Mihov),
Journal of Money, Credit, and Banking, 2020, 52(1):115-144
"Quantifying and Stress Testing Operational Risk with Peer Banks’ Data" (with A. Abdymomunov),
Journal of Financial Services Research, 2020, 57:287-313
"Benchmarking Operational Risk Stress Testing Models" (with M. Migueis, and R. Stewart),
Journal of Operational Risk, 2020, 15(2):27-42
"Approaches to Calculate Tail Quantiles of Compound Distributions" (with A. Abdymomunov, and H. Kane),
Journal of Computational Finance, 2019, 22:41-70
"Fraud Recovery and the Quality of Country Governance" (with A. Mihov),
Journal of Banking & Finance, 2018, 87:446-461