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Publications in Finance

Approximation for Option Prices Under Uncertain Volatility

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Risk-Minimization for Life Insurance Liabilities

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

The Cost of Financial Flexibility: Evidence From Share Repurchases

Journal of Corporate Finance

International Management

English

Large Capital Inflows, Sectoral Allocation, and Economic Performance

Journal of International Money and Finance

English

Real Exchange Rates and Time-Varying Trade Costs

Journal of International Money and Finance

English

The Financial Crisis and Corporate Debt Maturity: The Role of Banking Structure

Journal of Corporate Finance

International Management

English

Trend Following Trading Under a Regime Switching Model

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability

Journal of International Money and Finance

English

Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America

Journal of International Money and Finance

English

The Influence of Rating Levels and Rating Convergence on the Spillover Effects of Sovereign Credit Actions

Journal of International Money and Finance

English