▷ Financial imbalances and macroeconomic tail risks: A structural regime-switching investigation (with Yasin Mimir), 2024, Working Paper ESM 2024-64
|| ESM Blog ||
▷ Expectations and term premia in EFSF bond yields (with Andrea Carriero and Elisabetta Vangelista), 2022, Working Paper ESM 2022-54
|| ESM Blog ||
▷ A highly efficient regression estimator for skewed and/or heavy-tailed distributed errors (with Vincenzo Verardi and Catherine Vermandele )
|| Appendix On-line ||
▷ On the identification of non-normal shocks in structural VAR - (Revised in January 2016)
|| WP available upon request ||
▷ The Impact of Bank Lending Standards on Credit to Firms (with Lorenzo Trimarchi and Giovanni Soggia) , 2023, Journal of Banking & Finance, Vol. 152, 106880
|| ECARES WP 2022/01 ||
▷ TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements. (with Slađana Babić, Christophe Ley and David Veredas), 2023, PLoS ONE 18(1): e0278599.
|| arXiv WP 2011.14817 ||
▷ Economic sentiments and international risk sharing (with Daragh Clancy ), 2022, International Economics, Vol. 169, p. 208-229.
|| ESM WP 2019/35 ||
▷ Nowcasting Norway (with Matteo Luciani ), 2014, International Journal of Central Banking, Vol. 10, p. 215-248.
|| ECARES WP 2013/10 ||
▷ A Tale of an Unwanted Outcome: Transfers on the Local Endowments of Trust and Cooperation (with Antonio Accetturo and Guido de Blasio), 2014, Journal of Economic Behavior and Organization, Vol. 102, p. 74–89.
|| BdI WP 2014/959 ||