Research

PUBLICATION

"Dollar borrowing, firm credit risk, and FX-hedged funding opportunities", with Leonardo Gambacorta, Sergio Mayordomo, and Jose Maria Serena, Journal of Corporate Finance, June 2021.

WORKING PAPERS

"Richer earnings dynamics, consumption and portfolio choice over the life cycle", with Gonzalo Paz-Pardo, Revise & Resubmit at the Journal of Financial Economics [pdf] [BdE WP series]

"Household portfolio choices under (non)linear income risk: an empirical framework" [pdf]

Best PhD Student Paper, 2017 CEPR European Conference in Household Finance (Sardinia)

Carlo Giannini Prize for Best Paper in Macroeconometrics and Financial Econometrics, 8th ICEEE (Lecce)

"Nonlinear productivity and investment dynamics", with Giulio Fella, Beatriz Gonzalez, Juan Carlos Ruiz Garcia and Tatsuro Senga [pdf]

"Housing Tenure, Consumption and Household Debt: Life-Cycle Dynamics during a Housing Bust in Spain", with Clodomiro Ferreira and Myroslav Pidkuyko [pdf]

• • Some preliminary results can be found in Documentos Ocasionales no. 2013 - Recuadro 2, Bank of Spain (in English) (in Spanish)

WORK IN PROGRESS

"Subjective income expectations and consumption dynamics", with Henrique S. Basso, Olympia Bover and Laura Hospido

DORMANT PAPERS

"Cyclical dependence in market neutral hedge funds", with Julio A. Crego [pdf] [Supplemental Material]

"Conditional return asymmetries in the sovereign-bank nexus", with Javier Mencia [pdf] [Supplemental Material]