"The Impact of Climate Change on Euro Area Bond Yields" (2025) with M. Bojaj.
"ESG Mutual Funds Attributes and Investor Behavior" (2025) with J.B. Hasse.
"Convergence vs. Divergence in Emerging Market Sovereign Spreads" (2025) with M. Hadzi-Vaskov.
"Predicting Financial Fragmentation using Machine Learning" (2025) with R. Bouillot and C. Kool, submitted.
"Systemic Implications of Financial Inclusion: Assessing Regulatory Challenges" (2025) with F. Mugrabi, S. Ben Naceur IMF Working Paper 24/203, submitted.
"Green ETFs Attributes and Investors' Behavior" (2024) with J.B. Hasse and R. Laksaci.
"The Effect of Macroprudential Policy on Bank Systemic Risk: Does Inflation Targeting Matter?" (2023) with F. Mugrabi, S. Ben Naceur, M. Belkhir and W. G. Choi. IMF Working Paper 23/119.
"Is FinTech eating the Bank's lunch ?" (2023) with S. Ben Naceur, D. Emrullahu and S. Elekdag, IMF Working Paper 23/239. Awarded best paper at the DC fintech week 2023.
"Macroprudential Policies and Sector-Specific Default Risk: A Panel Event-Study" (2021) with S. Ben Naceur, M. Belkhir, J.C. Wijnandts, IMF Working Paper 22/141.
"Macroprudential Policies, Economic Growth and Banking Crises" (2020) with S. Ben Naceur, M. Belkhir, J.C. Wijnandts. IMF Working Paper 20/65.
"Testing for the Validity of W in GVAR models" (2020) with A. Luisi , submitted.
"Diversification Potential in Real Estate Portfolios" (2019) with J.B. Hasse and F. Fuerst. Working paper Cambridge University. R Codes
"Taming Financial Development to Reduce Crises" (2019) with S. Ben Naceur and Q. Lajaunie. IMF Working Paper 19/94.
"The Post-Crises Output Growth Effects in a Globalized Economy" (2016) with A. Carare, J.B Hasse and J. Lu. IMF Working Paper 18/75.
"Global Financial Spillovers: A non-linear Assessment of the Uncertainty Channel" (2016) with M. Joets and L. Ferrara. Working Paper Banque de France #661.
"Are There Spillover Effects from Munis?" with R. Arezki and A. Sy, IMF Working Paper 11/290.
"How did Market react to Stress Tests?" with A. Sy (2015), IMF Working Paper 15/75.
"Sovereign Ratings News and Financial Markets Spillovers" with R. Arezki and A. Sy (2010) IMF working paper 11/68.