In peer-reviewed journals
Sanctions and the Exchange Rate in Time (with B. Eichengreen, A. Mehl, I. Vansteenkiste, R. Vicquéry). Economic Policy (2024). Published here. Working Paper here.
No country is an island. International cooperation and climate change (with M. S. Pagliari). Journal of International Economics (2023). Published here. Working Paper here.
Technology and the geography of the foreign exchange market (with B. Eichengreen, R. Lafarguette, A. Mehl). Journal of International Money and Finance (2023). Published here. Working Paper here.
Do words hurt more than actions? The impact of trade tensions on financial markets (with F. Kurcz, M. S. Pagliari). Journal of Applied Econometrics (2022). Published here. Working paper here.
Text-Based Recession Probabilities (with L. Lebastard and H. Le Mezo). IMF Economic Review (2022). Published here. Working paper here.
Central bank digital currency in an open economy (with A. Mehl and L. Stracca). Journal of Monetary Economics (2022). Published here. Working paper here.
Monetary policy's rising FX impact in the era of ultra-low rates (with A. Schrimpf and J. Kearns). Journal of Baking & Finance (2021). Published here. Working paper here.
Monetary Policy, Commodity Prices, and Misdiagnosis Risk (with A. Filardo, M. Lombardi and C. Montoro). International Journal of Central Banking (2020). Published here. Working paper here.
The Real Effects of Endogenous Defaults on the Interbank Market. Italian Economic Journal (2019). Published here.
Working Papers
Managing the transition to central bank digital currency (with K. Assenmacher, A. Mehl and M. S. Pagliari ). ECB Working Paper series (2024). Working paper here.
Gas price shocks and euro area inflation (with J. F. Adolfsen, J. E. Mork and I. Van Robays ). ECB Working Paper series (2024). Working paper here.
Sanctions and the Exchange Rate in Time (with B. Eichengreen, A. Mehl, I. Vansteenkiste and R. Vicquery ). CEPR Discussion Paper (2022). Working paper here.
E pluribus plures: shock dependency of the USD pass-through to real and financial variables (with J. Gräb). ECB Working Paper series (2022). Working paper here.
DSGE Nash: solving Nash games in macro models (with M. S. Pagliari). ECB Working Paper series (2022). Working paper here.
No country is an island. International cooperation and climate change (with M. S. Pagliari). ECB & Banque de France Working Paper series. Working paper here.
Technology and the geography of the foreign exchange market (with B. Eichengreen, R. Lafarguette, and A. Mehl). CEPR Discussion Papers (2021). Working paper here.
Text-based recession probabilities (with H. Le Mezo). ECB Working Paper series (2021). Working paper here.
Do words hurt more than actions? The impact of trade tensions on financial markets (with M. S. Pagliari and F. Kurcz). ECB & Banque de France Working Paper series (2020). Working paper here.
Central bank digital currency in an open economy (with A. Mehl and L. Stracca). CPER & ECB Working Paper series (2020). Working paper here.
Bank Contagion in General Equilibrium. ECB Working Paper series (2020). Working paper here.
Monetary policy spillovers, global commodity prices and cooperation. BIS Working Paper series, joint with A. Filardo, M. Lombardi and C. Montoro (2018).
Policy publications
Managing the transition to central bank digital currency (with K. Assenmacher, A. Mehl and M. S. Pagliari), VoxEU (2024). Published here.
Speculation in oil and gas prices in times of geopolitical risks (with L. Chitu and A. S. Many). ECB Economic Bulletin (2024). Published here.
Geopolitical risk and oil prices (with M.-S. Lappe and D. Rößler). ECB Economic Bulletin (2024). Published here.
How gas prices affect inflation: lessons from the European energy crisis (with J. F. Adolfsen, J. E. Mork and I. Van Robays) SUERF Policy Brief (2024). Published here.
Sanctions and the exchange rate in time (with B. Eichengreen , A. Mehl, I. Vansteenkiste and R. Vicquery). VoxEu (2023). Published here.
Valuation effects and rebalancing of official foreign exchange reserves (with T. den Besten and M. M. Habib). The international role of the euro 2023. Published here.
Strategic behaviours and the policy response to commodity price shocks (with M. S. Pagliari). SUERF Policy Brief (2022). Published here.
The international dimension of central bank digital currencies: Open research questions (with A. Mehl, F. Panetta and I. Van Robays and L. Stracca). VoxEu (2021). Published here.
No country is an island: International cooperation and climate change (with M. S. Pagliari). SUERF Policy Brief (2021). Published here.
The international dimension of a central bank digital currency (with A. Mehl and L. Stracca). VoxEu (2020). Published here.
Emerging market economy currencies: the role of global risk, the US dollar and domestic forces. ECB Economic Bulletin (2019). Published here.
Using information in newspaper articles as an indicator of real economic activity (with H. Le Mezo). ECB Economic Bulletin (2020). Published here.
The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases (with K. Ters). BIS IFC Bulletins (2017). Published here.