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Publications in Finance

Short-Term Pain for Long-Term Gain: Market Deregulation and Monetary Policy in Small Open Economies

Journal of International Money and Finance

English

Exchange Rate Predictability and a Monetary Model With Time-Varying Cointegration Coefficients

Journal of International Money and Finance

English

The Portfolio of Euro Area Fund Investors and ECB Monetary Policy Announcements

Journal of International Money and Finance

English

Net Foreign Asset (Com)position: Does Financial Development Matter?

Journal of International Money and Finance

English

Commodity Returns Co-Movements: Fundamentals or “Style” Effect?

Journal of International Money and Finance

English

Cash-Rich Acquirers Do Not Always Make Bad Acquisitions: New Evidence

Journal of Corporate Finance

International Management

English

Magic Points in Finance: Empirical Integration for Parametric Option Pricing

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

Carry Trades and the Performance of Currency Hedge Funds

Journal of International Money and Finance

English

Capital Account Liberalization, Financial Development and Industry Growth: A Synthetic View

Journal of International Money and Finance

English

Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English