Research

Research Interests

Primary: International Finance; Empirical Asset Pricing.

Secondary: International Macroeconomics; Monetary Economics.

*Presentations include forthcoming and by co-authors.

Working Papers

Value and Momentum Leftovers [DRAFT COMING SOON!]

with Lucio Sarno, Bo Yuan and Gabriele Zinna

Presented: 14th Workshop on Exchange Rates, Bank of Belgium; Research Seminars in Finance, Economics and Banking, FEB-RN; 2025 Economics Letters Summer School on New Frontiers in Macro-Finance, Bocconi

Short Articles, Essays & Blogs

CERF Blog and CCFin Blog on "The Pricing of Foreign Exchange and the Unique Role of US Dollar Risk"

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