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Publications in Finance

The U.S. And Irish Credit Crises: Their Distinctive Differences and Common Features

Journal of International Money and Finance
EconomicsEconometricsFinance
2012English

Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints

Journal of International Money and Finance
EconomicsEconometricsFinance
2018English

Dynamics of Bankrupt Stocks

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2014English

Local Volatility Enhanced by a Jump to Default

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2010English

Option Pricing for Stochastic Volatility Models: Vol-Of-Vol Expansion

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2014English

Multifactor Approximation of Rough Volatility Models

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2019English

Are Female Top Managers Really Paid Less?

Journal of Corporate Finance
ManagementFinanceBusinessEconomicsInternational ManagementStrategyEconometrics
2015English

Trojan Horses or Local Allies: Host-Country National Managers in Developing Market Subsidiaries

Journal of International Management
StrategyManagementInternational ManagementBusinessFinance
2017English

Debt and Growth: New Evidence for the Euro Area

Journal of International Money and Finance
EconomicsEconometricsFinance
2013English

International Financial Shocks in Emerging Markets

Journal of International Money and Finance
EconomicsEconometricsFinance
2015English

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