I obtained my Ph.D. in Economics from Goethe University Frankfurt in December 2015, after defending my dissertation titled “Financial stability after the crisis: essays on interbank networks and prudential regulation”. I currently work as a consultant at the European Systemic Risk Board, housed at the European Central Bank in Frankfurt.
My research interests revolve around macroeconomics, systemic risk, interbank networks, financial stability and econometrics. You can find my CV in the CV Section to the left or in pdf here (updated July 2016). 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, with E. Faia (Goethe University Frankfurt, CFS & CEPR). CEPR DP10918. Online Appendix. NEW! Updated February 2016!
- Multiplex interbank networks and systemic importance – An application to European data (2015), with I. Alves (ECB). SAFE WP 102. (R&R) Updated March 2016!
- 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!
- Shedding light on dark markets: first insights into the new EU-wide derivatives dataset, with J. Abad, C. Aymanns, M. D’Errico, L. Fache Rousová, P. Hoffmann, S. Langfield, M. Neychev and T. Roukny. ESRB Occasional Paper. Coming soon!
- Bank loans, external financing and economic activity in the euro area, with R. Unger (Deutsche Bundesbank). Coming soon!
- Real effects of CDS, with A. Barth (Goethe University Frankfurt). In progress.
- 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)