Working Papers

"US Interest Rate Surprises and Currency Returns," (2023) with Juan Antolin-Diaz, Gino Cenedese, and Lucio Sarno.

Presentations: 50th EFA Annual Meeting (2023).

"Carbon-Transition Risk and Net-Zero Portfolios" (2023) with Gino Cenedese and Marcin Kacperczyk.  

"Time-Varying Global Inflation Risk and the Zero Lower Bound."

"Fundamental Momentum: The Impact of Trade Balance News on Currency Trends," with Lucio Sarno and Maik Schmeling.