selected publications

• academic article

  • A model of fiscal dominance under the 'Reinhart Conjecture'.  Journal of Economic Dynamics and Control.  93:332-345. 2018
  • Analyzing the governance structure of French banking groups.  Research in International Business and Finance.  44:40-48. 2017
  • Introduction: recent developments of switching models for financial data.  Studies in Nonlinear Dynamics and Econometrics.  21:1-2. 2017
  • Equity prices and fundamentals: a DDM–APT mixed approach.  Review of Quantitative Finance and Accounting.  49:661-695. 2016
  • Advances and challenges in decision-making, monetary policy and financial markets.  Economic Modelling.  52:1-2. 2015
  • Intraday jumps and trading volume: a nonlinear Tobit specification.  Review of Quantitative Finance and Accounting.  47:1167-1186. 2015
  • Assessing financial and housing wealth effects through the lens of a nonlinear framework.  Research in International Business and Finance.  39:840-850. 2014
  • Computational tools in econometric modeling for macroeconomics and finance.  Economic Modelling.  34:1-4. 2013
  • What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis?.  Journal of Macroeconomics.  36:175-187. 2013

• blog posting

  • The Nonlinear Relationship between Economic growth and Financial Development.  . 2018
  • On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis.  . 2017

• book

  • Market Microstructure and Nonlinear Dynamics 2014