Research

• Heterogeneous Households in Asset Pricing: A Review and Future Research Agenda

• A General Equilibrium Model of Asset Prices with Intangible Capital: A Continuous-Time Approach

• What are the Aggregate Effects of Government-owned Banks? (with Alexis Montecinos)

• Mutual Funds, ETFs, and Stock Price Fragility (with Renato Lazo-Paz)

• Is the Working Capital Channel of the Monetary Policy Quantitatively Relevant? A Structural Estimation Approach

• What Kind of Firm is More Responsive to the Unconventional Monetary Policy?

The Quarterly Review of Economics and Finance, 2021.

Presentations: Arizona State University Brownbag 2020, and PhD Seminar at Chicago Booth 2020.

• Leverage and Capital Utilization (with Diogo Duarte & Alexis Montecinos)

The European Journal of Finance, 2021.

Presentations: Arizona State University Brownbag 2018, and Southwestern Finance Association 2019 Annual Meeting.

• The effects of Risk Aversion and Money Illusion on The Endogenous Dividend Growth Rate (with Diogo Duarte & Alexis Montecinos)

The European Journal of Finance, 2020.

• Heterogeneous Agents in Asset Pricing: A Continuous-time Approach (In progress), 2022.

Book's webpage

• DSGE Models: Real Business Cycles Theory with Marco Ortiz (In Progress), 2022

Book's webpage

• Dynamic Macroeconomic: Real Business Cycle Models (Spanish version) with Alexis Montecinos, National University of Engineering Press - Peru, 2018.

Amazon Link | Book's webpage