Research

Publications

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

Working papers

Extreme Events in Credit Markets, with Thomas Lugrin, 2024

Determinants of Sustainable Investment Across the World, 2024 (competitive research grant from the University of Applied Sciences of Western Switzerland, CHF 100,000)

Work in progress

The Impact of Sustainability Regulation on Investment, 2024 ( SNSF Practice-to-Science research grant, CHF 600,000, 2025-2028)

How Does Income and Wealth Inequality Affect Financial Markets? A Historical Perspective, 2024

Quantitative Tightening and Green Bonds, 2024

Media articles and white papers

Sustainability Regulation and Financial Markets, Swiss Association of Wealth Managers (SAM) Newsletter, December 2024

Selected publications at Pictet Asset Management

QE in emerging markets - A new era?, with K. Nandra, April 2020

A tale of two emerging market crises, with N. Markov, August 2018