International Finance, Behavioral Finance, Financial Stability, Monetary Policy, Empirical Asset Pricing
Comparing behavioural heterogeneity across asset classes (with Cars H. Hommes and Remco C.J. Zwinkels).
Forward guidance through interest rate projections: impact versus intentions (with Leif Brubakk and Hong Xu).
Narrative monetary policy surprises and the media (with Vegard H. Larsen and Leif Anders Thorsrud).
The macroeconomic effects of forward communication (with Leif Brubakk, Ørjan Robstad and Hong Xu).
(2019) ECB spillovers and domestic monetary policy effectiveness in small open economies (with Edvard Jansen and Nina Larsson Midthjell), European Economic Review, accepted.
(2019) Agreeing on disagreement: heterogeneity or uncertainty? (with Willem F.C. Verschoor and Remco C.J. Zwinkels), Journal of Financial Markets 44, pp. 17-30.
(2018) Heterogeneous beliefs and asset price dynamics: a survey of recent evidence (with Willem F.C. Verschoor), in: Uncertainty, Expectations and Asset Price Dynamics: Essays in the Honor of Georges Prat, edited by Fredj Jawadi, Springer.
(2015) Fear or Fundamentals? Heterogeneous Beliefs in the European sovereign CDS Market (with Carl Chiarella, Xue-Zhong He and Eliza Wu), Journal of Empirical Finance 32, pp. 19-34.
(2013) Dynamic Expectation Formation in the Foreign Exchange Market (with Willem F.C. Verschoor and Remco C.J. Zwinkels), Journal of International Money and Finance 37, pp. 75-97.
(2010) Oil Price Dynamics: a Behavioral Finance Approach with Heterogeneous Agents (with Remco C.J. Zwinkels), Energy Economics 32, pp. 1427-1434.
Workshop on Financial Determinants of Foreign Exchange Rates (2017, joint with Bank of Italy and ECB)