Published papers

Measuring Sovereign Bond Market Integration, with Vihang Errunza and Rajna Gibson Brandon

Review of Financial Studies (forthcoming).

SFI Practionner Roundup 2017

Do Implicit Barriers Matter for Globalization?., with Francesca Carrieri and Vihang Errunza

Review of Financial Studies,  26 (7), 1694-1739.

Winner of Best Paper Award at NFA meetings 2009 (Toronto CFA Societies' Capital Market Research Best Paper Award);

Media coverage: Le Temps


Do Emerging Markets Provide Currency Diversification Benefits?, with Vihang Errunza and Basma Majerbi

International Journal of Banking, Accounting and Finance 5 (1/2), 102-120      


The unconditional and conditional exchange rate exposure of U.S. firms, with Stefano Mazzotta

Journal of International Money and Finance 32, 781-808

International Asset Pricing Under Segmentation and PPP Deviations, with Vihang Errunza.

Journal of Financial Economics 86 (2), 543-578