Current work

 

“A Theory of Debt Accumulation and Deficit Cycles.”

BOOK: Cent’anni di economia e politica italiana (In Italian).

“Trading Disclosure Requirements and Market Quality Tradeoffs.” With Francesco Sangiorgi (Frankfurt School of Finance & Management).

“The Term Structure of Government Debt Uncertainty.” With Yoshiki Obayashi (Applied Academics LLC) and Shihao Yang (Applied Academics LLC and Harvard University)

“Correlation Risk, Strings and Asset Prices.” With Walter Distaso (Imperial College Business School) and Greg Vilkov (Goethe University Frankfurt)

“Volatility Begets Ambiguity: Volatility-Uncertainty Spirals in Asset Markets.” With Francesco Sangiorgi (Frankfurt School of Finance & Management)

“Uncertainty and Volatility in Financial Markets.” With Francesco Sangiorgi (Frankfurt School of Finance & Management)

“Interest Rate Smoothing and the Yield Curve.”

“Simple Approximate Maximum-Likelihood Estimation of Multivariate Jump-Diffusion Models,” with Dennis Kristensen (University College London) and Young Jun Lee (University College London)

 
 
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