My research  focuses primarily on empirical macro-finance and financial economics, with particular interest in spillovers and systemic risk, forecasting and nowcasting, asset pricing, and financial and time series econometrics including mixed-frequency methods and factor models 

Macroeconomic Nowcasting with Missing Data, work in progress.

Mixed-Frequency Asset Pricing, with John Cotter, work in progress.

Macro-Financial Spillovers, with John Cotter and Kamil Yilmaz. Journal of International Money and Finance, forthcoming (working paper available via SSRN)

Stochastic Spanning, with Stelios Arvanitis, Thierry Post and Nikolas Topaloglou. Journal of Business & Economic Statistics, 2019, 37(9), 573-585 (working paper available via SSRN)

Statistical Tests of Distributional Scaling Properties for Financial Return Series, with Jose Olmo. Quantitative Finance, 2018, 18(7), 1211-1232.

Forecasting Daily Return Densities from Intraday Data: a Multifractal Approach, with Jose Olmo. International Journal of Forecasting, October-December 2014, 30(4), 863-881. Published version available here 

Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data, with Jose Olmo. Journal of Financial Econometrics, Spring 2014, 12(2), 408-432. Published version available here