Financial Markets, Behavioral Finance, Financial Stability, Monetary Policy, Central Bank Communication
The macroeconomic effects of forward communication (with Leif Brubakk, Ørjan Robstad and Hong Xu).
Quantile combination of density forecasts: an application to US GDP forecasts (with Knut Are Aastveit and Giulia Mantoan).
(2021) Central bank communication through interest rate projections (with Leif Brubakk and Hong Xu), Journal of Banking & Finance, forthcoming. (working paper version)
(2020) Narrative monetary policy surprises and the media (with Vegard H. Larsen and Leif Anders Thorsrud), Journal of Money, Credit & Banking, accepted.
(2020) Comparing behavioural heterogeneity across asset classes (with Cars H. Hommes and Remco C.J. Zwinkels), Journal of Economic Behavior & Organization, forthcoming.
(2020) ECB spillovers and domestic monetary policy effectiveness in small open economies (with Edvard Jansen and Nina Larsson Midthjell), European Economic Review 121.
(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)