Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation with Marco Cipriani (NY Fed) and Antonio Guarino (UCL), Journal of Financial Economics, volume 146(3), 2022.

Artificial Intelligence and Systemic Risk with Jon Danielsson (LSE) and Robert Macrae (LSE), Journal of Banking & Finance, volume 140 (special issue on institutions, risk measures, and portfolio optimization), 2022.

working papers

Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service with Lerby Ergun (Bank of Canada), R&R at The Journal of Finance.
[Winner of Best Paper Award, Econometric Society European Meeting 2017]

The calming of short-term market fears and its long-term consequences: The central banks’ dilemma with Jon Danielsson (LSE), Lerby Ergun (Bank of Canada), Mattia Bevilacqua (University of Liverpool) and Jean-Pierre Zigrand (LSE)

policy papers

On the use of artificial intelligence in financial regulations and the impact on financial stability with Jon Danielsson (LSE), 2024. VoxEU column: How AI can undermine financial stability

COVID-19 Crisis: Lessons Learned for Future Policy Research with Jean-Sebastien Fontaine, Corey Garriott, Jesse Johal and Jessica Lee (Bank of Canada), Bank of Canada Staff Discussion Paper, 2021.

permanent working papers

Preemption and Delay: Debt Financing with Roll Over Risk

Competitive Screening of Customers with Non-common Priors