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Publications in Finance

Privatization and Globalization: An Empirical Analysis

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

Transaction Costs, Liquidity Risk, and the CCAPM

Journal of Banking and Finance
EconomicsEconometricsFinance
2016English

Estimating the Risk-Return Trade-Off With Overlapping Data Inference

Journal of Banking and Finance
EconomicsEconometricsFinance
2016English

Macro-Networks: An Application to Euro Area Financial Accounts

Journal of Banking and Finance
EconomicsEconometricsFinance
2014English

Continuing the Progress at the Asia Pacific Journal of Management

Asia Pacific Journal of Management
ManagementFinanceBusinessEconomicsInternational ManagementStrategyEconometrics
2012English

An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Are Composers Different? Historical Evidence on Conflict-Induced Migration (1816-1997)

European Review of Economic History
HistoryEconomicsEconometricsFinance
2012English

A Twin Crisis With Multiple Banks of Issue: Spain in the 1860s

European Review of Economic History
HistoryEconomicsEconometricsFinance
2015English

Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns

Journal of Financial Markets
EconomicsEconometricsFinance
2020English

Intraday Price Discovery in Fragmented Markets

Journal of Financial Markets
EconomicsEconometricsFinance
2017English

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