Taming the "capital flows-credit nexus": a sectoral approach (2025) Open Economies Review, Vol. 36 (3), pp. 373-429 (with Etienne Lepers and Rogelio Mercado) [online appendix]
Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit Referendum (2024) International Finance, Vol. 27 (3), pp. 203-230 (with Martin Schmitz) [online appendix]
Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking through investment funds (2023) Review of International Economics, Vol. 31 (5), pp. 1641-1687 (with Martin Schmitz) [online appendix]
The portfolio holdings of euro area investors: looking through investment funds (2022) Journal of International Money and Finance, Vol. 120, 102519
Revisiting the relationship between cross-border capital flows and credit (2021) International Finance, Vol. 24 (2), pp. 179-218 [online appendix]
Leverage and valuation effects: how global liquidity shapes sectoral balance sheets (2020) International Review of Financial Analysis, Vol. 72, 101565 [online appendix]
Financial integration and the Great Leveraging (2019) International Journal of Finance and Economics, Vol. 24 (1), pp. 54-79
Capital inflows and euro area long-term interest rates (2015) Journal of International Money and Finance, Vol. 54, pp. 186-204 (with Michael Fidora)
A cognitive hierarchy model of behavior in the action commitment game (2014) International Journal of Game Theory, Vol. 43, pp. 551-577 (with Luís Santos-Pinto)
Financial sector interconnectedness, monetary policy transmission and credit to the non-financial sectors (2025) [online appendix]
Intra-financial assets and the intermediation role of the financial sector (2022) Trinity Economics Papers, 06/22
The implications of globalisation for the ECB monetary policy strategy (2021) ECB Occasional Paper Series, No 263 (with the ECB strategy review workstream on globalisation)