Research
Papers in peer-reviewed journals
Integration of Environmental Factors into Portfolio Risk Assessment
with Michael Papaioannou, The Journal of Impact and ESG Investing Fall 2021
Volatility spillovers of unconventional monetary policy to emerging market economies
with John Beirne, Economic Modelling Volume 79 Pages 1-294 (June 2019)
Working Papers etc
Financial risks in China’s corporate sector: real estate and beyond
with Alexander Al-Haschimi and Martino Ricci, ECB Economic Bulletin Issue 2, 2022
China’s path to normalisation in the aftermath of the COVID-19 pandemic
with Alexander Al-Haschimi and Martino Ricci, ECB Economic Bulletin Issue 6, 2020
The Swiss franc - Living in a Multipolar World
with Tryggvi Gudmundsson, IMF Selected Issues Paper No. 19/181
Switzerland's International Reserves
IMF Selected Issues Paper No. 19/181
Switzerland's Monetary Policy Response to Exchange Market Pressure in a Cross-Country Examination
with Tryggvi Gudmundsson, IMF Selected Issues Paper No.18/174
with John Beirne, European Central Bank, No 2044 / April 2017.
Brazil's bank spread in international context : from macro to micro drivers
with Ole Hagen Jorgensen, The World Bank, Policy Research working paper no. WPS 6611.
Work-in-progress
Monetary Policy during Pandemics: Coordination and Calling the Helicopters with Negative Rates with Michael Papaioannou (May 2020 version)
Some Experience with Deep(er) Negative Rates: Lessons for today? March 2020 version
Monetary Policy Coordination with a Dominant Settlement Currency (May 2015 version, PhD thesis mimeo)