Markov Switching Panel with Endogenous Synchronization Effects, with M. Billio, R. Casarin and F. Ravazzolo.
Journal of Econometrics, 2021
Growth-Cycle Phases in China's Provinces: A Panel Markov-Switching Approach, with M. Billio, R. Casarin, & E. Girardin.
Oxford Bulletin of Economics and Statistics, (Revise and Resubmit)
Are CLO Markets Contagious? A VAR Analysis of COVID-19 Sell-off in the Financial Markets. Journal of Structured Finance, (Revise and Resubmit)
Growth Impact of Trade: Comparative Analysis of the US and China, with F. Olarewaju. Journal of International Trade and Economic Development, 2021
Fiscal Stimulus, Current Account Deficit and External Competitiveness in G-10 Countries, with F. Olarewaju. Empirical Economics Letters, 2021
Inflation and FDI in Industrialized & Developing Economies, with O. Ibhagui. International Review of Applied Economics, 2020
Do Fundamentals Drive Relative Valuation? Evidence from Global Stock Market Indices, with O. Ibhagui. Journal of Financial Management, Markets, Institutions, 2020
Revisiting Comovement of Cross-currency Basis and the Dollar: Rolling Correlation Approach, with O. Ibhagui and B. Thompson. Journal of Investing, 2020