I have a research activity as part of a Ph.D. in Economics (« Essays on empirical asset pricing ») at LEMMA* (Université Paris Panthéon-Assas).
My interests are : financial economics, monetary economics, finance, and climate economics.
I am currently workin on three articles :
One is dedicated to the impact of euro area membership of the sovereign risk. Here, I am mainly interested in sovereign credit risk, sovereign debt, bond market, Eurozone, ECB monetary policy and credit rating agencies. I use statistics and econometrics, with a focus on impact study methods.
Two other articles are dedicated to the valuation of the climate risks (by financial markets and banks).
For data analysis & modeling, I use statistics and econometrics and R, Python and Stata languages and softwares.
*LEMMA (Laboratoire d'Economie Mathématique et de Microéconomie Appliquée) makes part of LabEx MME-DII : http://lemma.u-paris2.fr/fr/node/126
In 2023, I had the pleasure to participate and win the contest "My thesis in 3 minutes" of the EGIC (doctoral school, Université Paris Panthéon-Assas).
https://ed455-egic.u-paris2.fr/fr/vie-doctorale/ma-these-en-3-minutes