ECONOMICS & FINANCE/APPLIED ECONOMETRICS
2025: Is uncertainty in the European stock market resilient to geopolitical risk? A non homogeneous regime-switching analysis. Empirica. Springer. https://doi.org/10.1007/s10663-025-09651-5
2025: Does geopolitical distress tip the European financial stock markets into a great uncertainty regime? Research in Economics , 79, 101052. Elsevier publisher. https://doi.org/10.1016/j.rie.2025.101052
2025: Wall Street sneezes and the global finance catches a cold: How does geopolitical risk contribute? A tale of tail. Finance Research Letters, 75, 106662. Elsevier publisher. https://doi.org/10.1016/j.frl.2024.106662
2024: Will the real carbon pricing please stand up? (with Marco FUGAZZA). Economic Notes, 53(3), e12250, Wiley. https://doi.org/10.1111/ecno.12250
2023: Penalized leads-and-lags cointegrating regression: A simulation study and two empirical applications. Empirical Economics, 65, 949–971, Springer. Springer. https://doi.org/10.1007/s00181-023-02362-5
2022: Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy. The Journal of Economic Asymmetries, 26, e00269 , Elsevier publisher. https://doi.org/10.1016/j.jeca.2022.e00269
2022: Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. Economics Letters, 214, 110460, Elsevier publisher. https://doi.org/10.1016/j.econlet.2022.110460
2021: Are google searches making the Bitcoin market run amok? A tail event analysis. The North American Journal of Economics and Finance, 57, 101454, Elsevier publisher. https://doi.org/10.1016/j.najef.2021.101454
2021: Adaptive LASSO for selecting Fourier coefficients in a functional smooth cointegrating regression: an application to the Feldstein-Horioka puzzle. Mathematics and Computers in Simulation, 179, 253-264, Elsevier publisher. https://doi.org/10.1016/j.matcom.2020.08.011
2020: Tracking fiscal discipline. Looking for a PIIGS on the wing. International Economics, 163, 147-154, Elsevier publisher. https://doi.org/10.1016/j.inteco.2020.01.005
2018: What to do when effective exchange rates cannot be calculated for developing economies? PANIC? Finance Research Letters, 27, 283-290, Elsevier publisher. https://doi.org/10.1016/j.frl.2018.03.010
2018: Monitoring Financial Stability in Emerging and Frontier Markets (with Bicchetti,D.) in Debt Vulnerabilities in Developing Countries: A New Debt Trap? (Volume II: Policy Options and Tools).
2016: Extracting volatility signal using maximum a posteriori estimation. Physica A: Statistical Mechanics and its Applications 461, 788-794, Elsevier publisher. https://doi.org/10.1016/j.physa.2016.05.065
2015: Revisiting the Fisher parity consistency for the Swiss economy around the modification of the national bank's monetary policy strategy. International Economics, 144, 83-94, Elsevier publisher. https://doi.org/10.1016/j.inteco.2015.07.001
2015: Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship. Empirical Economics, 49, 909-928. Springer. https://doi.org/10.1007/s00181-014-0907-6
2015: Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships. Statistical Methodology. 26, 84-102 (with Krishnakumar, J.) Elsevier publisher. https://doi.org/10.1016/j.stamet.2015.04.001
2014: The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break. Economics Letters, 125, 208-211. Elsevier publisher. https://doi.org/10.1016/j.econlet.2014.09.009
2014: Tocilizumab in the treatment of rheumatoid arthritis: a cost-effectiveness analysis in the UK. PharmacoEconomics, 32, 775–787 (with Diamantopoulos, A. et al.) Springer. https://doi.org/10.1007/s40273-014-0165-7
2012: Testing uncovered interest rate parity and term structure using three-regime threshold unit root VECM: an application to the Swiss interest rates islet. Oxford Bulletin of Economics and Statistics, 74, 180-202 (with Krishnakumar, J.) Wiley. https://doi.org/10.1111/j.1468-0084.2011.00644.x
2012: L1–penalized likelihood smoothing and segmentation of volatility processes allowing for abrupt changes. American Statistical Association: Journal of Computational and Graphical Statistics, 21, 217–233 (with Sardy, S. and Tseng, P.) https://doi.org/10.1198/jcgs.2011.10081
2012: Testing and estimating time-varying elasticities of Swiss gasoline demand. Energy Economics, 34, 1755-1762. Elsevier publisher. https://doi.org/10.1016/j.eneco.2012.07.009
2012: Moments structure of L1–stochastic volatility models. Quality & Quantity, 46, 1947–1952 (with Sardy, S.) Springer. https://doi.org/10.1007/s11135-011-9459-4
2011: Testing the inaction corridor in a three-regime threshold error correction model: an application to a buffer-stock model for U.S. money demand. Economic Notes, 40, 29-43 (with Krishnakumar, J.) Wiley. https://doi.org/10.1111/j.1468-0300.2011.00231.x
2008: Testing Uncovered Interest Rate Parity and Term Structure using Multivariate Threshold Cointegration, in Computational Methods in Financial Engineering Edited by EJ. Konthoghiorghes, B. Rustem and P. Winker, Springer Verlag (joint with Krishnakumar, J.) ISBN : 978-3-540-77957-5
2006: Dépendance non-monotone : Une application à la relation rendement-volume. Annals of Economics and Statistics, 82. 187-216. https://doi.org/10.2307/20079156
2004: Le Point sur… les fonctions copules en finance. Bankers, Markets & Investors, 68 (with Avouyi Dovi, S.)
2004: Equity market interdependence: the relationship between European and US stock markets. Banque de France, Financial Stability Review, 4. 108-126 (with Avouyi Dovi, S)
MEDICINE
2015: The impact of patient heterogeneity and socio-economic factors on abatacept retention in rheumatoid arthritis across nine European countries (with Finckh, A. et al.) RMD Open: Rheumatic and Musculoskeletal Diseases, Volume 1, Issue 1. http://dx.doi.org/10.1136/rmdopen-2014-000040
2015: Health Related Quality of Life in Rheumatoid Arthritis and Systemic Lupus Erythematosus Patients in Switzerland: Not the Same Impact! (joint with Chaigne, B. et al.) Annals of the Rheumatic Diseases, Volume 74. DOI: 10.1136/annrheumdis-2015-eular.4188
2015:The Impact of Statin Use on Structural Bone Damage in Rheumatoid Arthritis (with Finckh, A. et al.) Annals of the Rheumatic Diseases, Volume 74. DOI: 10.1136/annrheumdis-2015-eular.6361
2014: Body Mass Does not Affect Clinical Outcomes of Therapy with Abatacept in Rheumatoid Arthritis (RA) Patients. A Pan-European Analysis of RA Registries (joint with Iannone, F. et al.) Annals of the Rheumatic Diseases, Volume 73. DOI: 10.1136/annrheumdis-2014-eular.5630
2014: Positivity for Rheumatoid Factor and Anti-Cyclic Citrullinated Peptide is Associated with A Better Drug Retention of Abatacept: Data from A Paneuropean Analysis of RA Registries (with Gottenberg, J.E. et al.)
Annals of the Rheumatic Diseases, Volume 73. DOI: 10.1136/annrheumdis-2014-eular.5345
2014: Tocilizumab in the treatment of rheumatoid arthritis: a cost-effectiveness analysis in the UK. PharmacoEconomics, 32, 775–787 (with Diamantopoulos, A. et al.) Springer. https://doi.org/10.1007/s40273-014-0165-7
2014: Methotrexate in chronic-recurrent calcium pyrophosphate deposition disease: no significant effect in a randomized cross-over trial. Arthritis Research & Therapy, 16, 458 (with Finckh, A. et al.) Springer. https://doi.org/10.1186/s13075-014-0458-4
2014: Comparison of Drug Discontinuation to Inefficacy and Adverse Events Between Anti-Tnf Agents and 'Non-Anti-Tnf Biologic Agents' in Anti-Tnf Inadequate Responder Rheumatoid Arthritis Patients (with Martin-du-Pan, S. et al.) Annals of the Rheumatic Diseases, Volume 72. DOI: 10.1136/annrheumdis-2013-eular.1830
2014: Structural Differences Between Anti-TNF Agents are Associated with Dissimilar Rates of Secondary Loss of Effectiveness and Drug Adjustments (with Martin-du-Pan, S. et al.) Annals of the Rheumatic Diseases, Volume 72. DOI: 10.1136/annrheumdis-2013-eular.705
2014: Anti-Tnf Drug Survival in Axial Spondylarthritis is not Related to the New Asas Classification Criteria (with Zufferey, P. et al.) Annals of the Rheumatic Diseases, Volume 72. DOI: 10.1136/annrheumdis-2013-eular.1950