Associate Professor of Finance

ESCP Business School

 at  London Campus

CURRICULUM VITAE

CV as .pdf

PUBLICATIONS

1. Global Portfolio Rebalancing and Exchange Rates (with Harald Hau and Hélène Rey)

The Review of Financial Studies  (2022) 35 (11): 5228-5274

online appendix to "Global Portfolio Rebalancing and Exchange Rates"

2. Credit Rating and Competition (with Pragyan Deb and Zijun Liu) 

International Journal of Finance & Economics (2022) 27 (3): 2873-2897

 recipient of The Deutsch Bank Award in Financial Risk Management and Regulation, first prize

WORKING PAPERS

1.  The Bank-Risk Channel of Financial Integration  (with Daniel Carvalho)

2. Mortgage Blind Spot: Rent as the Reference Point for Mortgage Monthly Payments?   (with Daniel Fernandes )

recipient of the 2017 Nicosia Award (Association of Consumer Research)

previously circulated as "The Mortgage Illusion"

3. Household Debt Composition and Labor Market Outcomes (with Toni dos Santos, Jesús Gorrín and Bernardo Ricca)

4. The Duration Channel of Exchange Rate Risk (with Nuno Coimbra and Sergio Leão)

5. The Effects of Fund Flows on Corporate Investment: a Catering View (with José Faias)

DISCUSSIONS

1. Intergenerational Mobility and Credit

by J. Carter Braxton, Nisha Chikhale, Kyle Herkenhoff and Gordon Phillips

European Finance Association (EFA), Bratislava, August 2024

slides

2. Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination

by Nadav Ben Zeev and Daniel Nathan

China International Conference Finance (CICF),  Shanghai,  July 2023

slides

3. EPS-Sensitivity and Merger Deals

by Sudipto Dasgupta, Jarrad Harford and Fangyuan Ma

European Finance Association (EFA),  Carcavelos,  August 2019

slides

4. Model-Free International Stochastic Discount Factors 

by Mirela Sandulescu, Fabio Trojani and Andrea Vedolin

The Paris December Finance Meeting (Eurofidai),  Paris ,  December 2018

slides

5. Adapting Lending Policies when Negative Interest Rates hit Banks' Profits

by Oscar Arce, Miguel García-Posada, Sergio Mayordomo and Steven Ongena

Foro de Finanzas,  Santander ,  July 2018

slides

6. Do External Imbalances matter in explaining the Cross-Section of Currency Excess Returns?

by Pedro Barroso, Frickson Kho, Florent Rouxelin and Li Yang

Foro de Finanzas,  Santander ,  July 2018

slides

7. Life-cycle Asset Allocation of Ambiguity Averse Investors: Habit Formation and Term Life Insurance

by Zhezhi Hu, Nalan Gülpinar and Arie Gözlüklü

Multinational Finance Society,  Budapest , June 2018 

slides

8. Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

by Patrick Augustin, Mikhail Chernov and Dongho Song

Financial Intermediation Research Society (FIRS),  Barcelona,  June 2018

slides

9. The Impact of the Format of the Financial Statements on the Disposition Effect

by Francisco Villanueva

Behavioural Finance Working Group,  London,  June 2017

slides

10. Prominent Investor Influence on Startup CEO Replacement and Performance

by Annamaria Conti and Stuart J.H. Graham

Financial Management Association (FMA),  Las Vegas,  October 2016

slides

11. Are CEOs Different? Characteristics of Top Managers

by Steven N. Kaplan and Morten Sorensen

The Paris December Finance Meeting (Eurofidai),  Paris ,  December 2016

slides

12. Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans 

by Viral V. Acharya, Tim Eisert, Christian Eufinger and Christian Hirsch

Sovereign Debt - Sustainability and Real Effects at Nova School of Business and Economics,  Lisbon ,  September 2015

slides

13. When Everyone misses on the Same Side: Debiased Earnings Surprises and Stock Returns

by Chin-Han Chiang, Wei Dai, Jianquing Fan, Harrison Hong and Jun Tu

European Finance Association (EFA),  Vienna,  August 2015

slides

14. Customer Concentration and Loan Contract Terms

by Murillo Campello and Janet Gao

Financial Intermediation Research Society (FIRS),  Reykjavik,  May 2015

slides

15. CEO Compensation and Real Estate Prices: Are CEOs paid for Pure Luck?

by Cláudia Custódio, Ben Bennett and Dragana Cvijanovic

Luso-Brazilian Finance Meetings (Lubrafin),  Óbidos,  March 2015

slides

16. The Government as a Large Shareholder: Impact on the Voting Premium

by Marcelo Fernandes and Walter Novaes

Luso-Brazilian Finance Meetings (Lubrafin),  Pinhão,  March 2014

slides

17. Equity Lending, Investment Restrictions and Fund Performance

by Richard Evans, Miguel Ferreira and Melissa Prado

European Finance Association (EFA),  Cambridge,  August 2013

slides