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Publications in Finance

Liquidity in the Repo Market

Journal of International Money and Finance

English

The Greek Financial Crisis: Growing Imbalances and Sovereign Spreads

Journal of International Money and Finance

English

A Stochastic Model of Optimal Debt Management and Bankruptcy

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Liquidity Shocks and Real GDP Growth: Evidence From a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance

English

Industrialization and the Demand for Mineral Commodities

Journal of International Money and Finance

English

Trend Inflation and Monetary Policy Regimes in Japan

Journal of International Money and Finance

English

Why Do Countries Matter So Much in Corporate Social Performance?

Journal of Corporate Finance

International Management

English

The Randomized Heston Model

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Accounting for Real Exchange Rates Using Micro-Data

Journal of International Money and Finance

English

What Do We Know About the Global Financial Safety Net? A New Comprehensive Data Set

Journal of International Money and Finance

English