Published
• Beyond the Literature: What Policymakers Reveal About Financial Market Overvaluation ? (with Lorenzo Menna and Martin Tobal), Finance Research Letters, 2025.
• A Multicountry Model of the Term Structures of Interest Rates with a GVAR (with Bertrand Candelon), Journal of Financial Econometrics, 2024.
• Sovereign Yield Curves and the COVID-19 in Emerging Markets (with Bertrand Candelon), Economic Modelling, 2023.
• Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia (with Leonardo Iania and Marco Lyrio), Applied Economics, 2021.
• Theory of endogenous growth and the technological innovation in Brazil (In Portuguese) (with Hélio Cruz), Innovation & Management Review, 2013.
Working Papers
• MultiATSM: An R Package for Arbitrage‑free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk, 2022. (Revise and resubmit requested from The R Journal)
Policy Work
• The Overlooked Aspect of the Federal Reserve’s Landings: Insights from Historical Data (with Lorenzo Menna and Martin Tobal), VOX LACEA, 2024.