Smooth Transition Simultaneous Equation Models. Journal of Economic Dynamics and Control 145, 2022. With Jaya Krishnakumar
Commonality in Liquidity and Real Estate Securities. Journal of Real Estate Finance and Economics 55(1) 2017, 65-105. With Martin Hoesli and Kustrim Reka
Predictability of Stock Returns of Financial Companies and the Role of Investor Sentiment: A Multi-country Analysis. Journal of Financial Stability 21 (2015), 26-45
Extreme Events in Credit Markets, with Thomas Lugrin, 2024
The Impact of Regulation on Sustainable Investment, 2024 (second-round selection process for a Practice-to-Science SNSF research grant)
Determinants of Sustainable Investment Across the World, 2024 (competitive research grant from the University of Applied Sciences of Western Switzerland)
The Financial Implications of Liquidity Withdrawal, 2024
Selected publications at Pictet Asset Management
QE in emerging markets - A new era?, with K. Nandra, April 2020
Our convictions in emerging markets for 2020, December 2019
Argentina - in the midst of the storm?, May 2019
A tale of two emerging market crises, with N. Markov, August 2018