- Essays on asset pricingPublication without faculty affiliation
- Asset pricing and the US financial & real estates markets +12009 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Essays on shadow banking and asset pricingPublication without faculty affiliation
- Asset prices and business cycles with liquidity shocksPublication without faculty affiliation
- Heterogeneous Agent Model with Memory and Asset Price Behaviour +22002 | Faculty of Social Sciences
- Learning about rare disasters : implications for consumption and asset pricesPublication without faculty affiliation
- Learning about rare disasters: implications for consumptions and asset pricesPublication without faculty affiliation
- Corporate asset pricing models and debt contracts2017 | Faculty of Social Sciences
- Limited liability, asset price bubbles and the credit cycle : the role of monetary policyPublication without faculty affiliation
- Tail Risks, Asset Prices, and Investment HorizonsPublication without faculty affiliation
- Limited Liability, Asset Price Bubbles and the Credit Cycle. The Role of Monetary PolicyPublication without faculty affiliation
- Generalized disappointment aversion, learning, and asset pricesPublication without faculty affiliation
- Exchange Rate Risks and Asset Prices in a Small Open EconomyPublication without faculty affiliation
- Asset prices in a production economy with long run and idiosyncratic riskPublication without faculty affiliation
- Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory2016 | Publication without faculty affiliation
- Learning about Rare Disasters: Implications For Consumption and Asset Prices2015 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- The reaction of asset prices to macroeconomic announcements in new EU markets: evidence from intraday data +12008 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- The reaction of asset prices to macroeconomic announcements in new EU markets : evidence from intraday data2008 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices*2023 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint2020 | Faculty of Social Sciences
- Essays on macroeconomic models with heterogeneous agentsPublication without faculty affiliation
- The dynamics of value comovement across global equity markets2016 | Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
- Dynamics of consumption and dividends over the business cyclePublication without faculty affiliation
- Robust monitoring of CAPM portfolio betas2013 | Faculty of Mathematics and Physics
- Debt Contracts and Stochastic Default BarrierPublication without faculty affiliation
- The dynamics of value comovement across global equity marketsPublication without faculty affiliation