Assistant Professor, University of Luxembourg, Department of Finance
Affiliated researcher, MFI and MECSD Chair in Sustainable Finance
+352 466644 5618
Kirchberg campus, Building F, office 003
6, rue Richard Coudenhove-Kalergi
Low Interest Rates and the Distribution of Household Debt
with Marina Emiris. Summary available here
Tax Subsidies and Housing Affordability
with Anastasia Girshina and Ulf von Lilienfeld-Toal.
Winner of the Real Estate Market Analysis Manuscript Prize of the American Real Estate Society (ARES).
The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19
with Diane Pierret and Roberto Steri
Bank Competition and Bargaining over Refinancing
with Marina Emiris and Christophe Spaenjers
Inspecting the Mechanism of Quantitative Easing in the Euro Area
with Ralph Koijen, Benoît Nguyen and Motohiro Yogo. April 2021. Journal of Financial Economics, 140(1), 1-20. Lead article. Link to working paper version.
The Collateral Channel of Open Market Operations
with Nuno Cassola. April 2019. Journal of Financial Stability, 41, 73–90. Link to working paper version.
Euro-Area Quantitative Easing and Portfolio Rebalancing
with Ralph Koijen, Benoit Nguyen, and Motohiro Yogo. May 2017. American Economic Review (P&P), 107(5).
Central Bank Liquidity Provision and Collateral Quality
with Daan Struyven. December 2014. Journal of Banking and Finance 49, 113–130. Link to working paper version.
Policy Notes, Reports and Other Publications
COVID-19 and the Mortgage Market in Luxembourg
with Pauline Perray and Thi-Thu Huyen Tran. J. Risk Financial Manag. 2022, 15(3), 114 .
Using Bank Loans as Collateral in Europe: The Role of Liquidity and Funding Purposes
with Patrick Van Roy. April 2017. National Bank of Belgium Working Paper 318.
Asymmetric Shocks in a Currency Union: The Role of Central Bank Collateral Policy
May 2015. Banque de France Working Paper 554
Please click here for a copy of my resume
SSRN author page: http://ssrn.com/author=1140035
Google Scholar author page: https://scholar.google.com/citations?user=PPUKmFgAAAAJ