Working Papers
The Implied Equity Term Structure, with Joost Driessen and Tomas Jankauskas.
An Anatomy of Central and Eastern European Equity Markets, with Geert Bekaert and Larissa Schäfer.
Stock-Bond Correlations and Macro and Monetary Policy Regimes, with Frederiek Van Holle.
Work in Progress
Equity Market Cycles, with Geert Bekaert.
What triggers Flights-to-Safety?, with Frank de Jong and Giovanni Trebbi.
Flights-to-Safety at Ultra High Frequency, with Frank de Jong and Zilong Niu.
Firm and Country Determinants of Firm Betas and Contagion, with Geert Bekaert, Frank de Jong, and Zilong Niu.
Inflation Risk Premia and Inflation Cyclicality, with Koen Inghelbrecht.