Research Interests

• Macro-Finance
• Behavioral Finance
• Financial Econometrics

Areas of expertise

• Non-standard Consumption-based Asset Pricing
• Non-standard Portfolio Choice
• Regime Switching and Affine Models

Ongoing projects

• Endogenous Monetary Policy and Asset Prices
• Credit and Inflation Derivatives
• Downside Risks and Derivative Markets
• African Stock Markets and Economic Development
• Climate Valuation Models

Links to my co-authors

• Abraham Lioui
• Johannes Breckenfelder
• Magnus Dahlquist
• Adam Farago
• René Garcia
• Nour Meddahi
• Marco Bonomo
• Bruno Feunou
• Jean-Sébastien Fontaine
• Mohammad Jahan-Parvar
• Abderrahim Taamouti
• Patrick Augustin