I am Ph.D. candidate in economics at the Graduate School of Economics, Finance and Management (GSEFM) at Goethe University Frankfurt. I am also a research assistant at the Chair in Monetary and Fiscal Policy and at the macro-finance group in the Research Center SAFE, located in the House of Finance at the beautiful Westend campus.
My research interests revolve around macroeconomics, systemic risk, interbank networks, financial stability and econometrics. My dissertation is entitled “Financial stability after the crisis: essays on interbank networks and prudential regulation” and I will defend it on 22nd December. For references you can contact Prof. Ester Faia, Ph.D. (main advisor), Ben Craig, Ph.D. and Michael Haliassos, Ph.D. You can find my CV in the CV Section to the left or in pdf here (updated November 2015). I will be available for interviews at the ASSA meetings in San Francisco (3-5 January).
Below you can find a summary of my research (for more details see Research section):
- Input-Output-based measures of systemic importance (2015), with I. Angeloni (ECB & Bruegel). Quantitative Finance, 15:4, 589-606. (Also SAFE WP 29).
- Systemic Loops and Liquidity Regulation (2015), with E. Faia (Goethe University Frankfurt, CFS & CEPR). CEPR DP10918. Online Appendix. NEW! Updated December 2015!
- Multiplex interbank networks and systemic importance – An application to European data (2015), with I. Alves (ECB). SAFE WP 102. Updated December 2015!
- Bank networks: contagion, systemic risk and prudential policy (2015), with D. Delli Gatti (Università Cattolica del Sacro Cuore, Milano) & E. Faia(Goethe University Frankfurt, CFS & CEPR). CEPR DP10540, CESifo WP 5182, SAFE WP 87. Updated December 2015!
- Mining for gold in the new EU-wide derivatives dataset, with J. Abad, C. Aymanns, M. D’Errico, L. Fache Rousová, P. Hoffmann, S. Langfield and T. Roukny. ESRB Occasional Paper. Coming soon!
- Vertical fiscal imbalances and the accumulation of government debt (2014), with M. Seiferling (IMF). IMF Working Paper 14/209. (Also SAFE WP 61).
- Macroprudential policy and spillovers within the Euro Area: A GVAR approach (2012).
- Less aid proliferation and more donor coordination? The wide gap between words and deeds (2010), with Peter Nunnenkamp & Rainer Thiele (both Kiel Institute for the World Economy). Journal of International Development, Vol 22, pp 920-940, Oct. 2010. (Also Kiel Institute WP 1516).
- Inflation differentials in the Euro Area and their determinants: an empirical view (2009), with Vaclav Zdarek (Warwick University). The William Davidson Institute WP nº958, April 2009. (Also Kiel Institute Advanced Studies Working Paper nº450)