"Securitization, Shadow Banking System and Macroprudential Regulation: A DSGE Approach", (with A. Rouabah), Economic Modelling. Forthcoming.
"Capturing Macroprudential Policy Effectiveness: A DSGE Approach with Shadow Intermediaries", (with Abdelaziz Rouabah), Revista de estabilidad financiera, Banco de España, N°37 (Otoño 2019), p. 151–192, 2019
"Climate Risk and Financial Regulation" (2023). Available soon.
"Conceptual Note on Short-Term Climate Scenarios", October 2023. NGFS Technical Document.
"The Macroprudential Challenge of Climate Change" (2022), European Central Bank.
"Positively Green: Measuring climate change risks to financial stability" (2020), European Systemic Risk Board.
"The Macroeconomic and Financial Stability Impacts of Climate Change: Research Priorities" (2020), Network for Greening the Financial System (NGFS).