Research

Value and Momentum Leftovers [Paper]

with Lucio Sarno, Bo Yuan and Gabriele Zinna

Presented: 14th Workshop on Exchange Rates, Bank of Belgium; Research Seminars in Finance, Economics and Banking, FMA-FEB-RN; 5th Annual Bristol Financial Markets Conference on Financial Markets and the Macroeconomy, University of Bristol; 2025 Economics Letters Summer School on New Frontiers in Macro-Finance, Bocconi; 10th Annual Conference of the Society for Economic Measurement, Athens University of Economics and Business

Large Moves in the Foreign Exchange Market [Draft Coming Soon!]

with Alexandros Kostakis, Lucio Sarno and Junxuan Wang

Presented: 2nd Liverpool Workshop in Options Markets