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Quantitative Finance 21(12), December 2021, 2119-2135 "Bond vs bank finance and the Great Recession" (with Manuel M.F. Martins) Finance Research Letters 39, March 2021 "The yield curve and the stock market: mind the long run" (with Gonçalo Faria) Journal of Financial Markets 50, September 2020. Web coverage: VoxEU "Investment, Tobin's Q, and cash flow across time and frequencies", Oxford Bulletin of Economics and Statistics 82(2), April 2020, 331-346 "Forecasting stock market returns by summing the frequency-decomposed parts" Web coverage: "Systemic Risk and Systematic Value" "Financial shocks, financial stability, and optimal Taylor rules" (with Manuel M. F. Martins and Inês Drumond), Journal of Macroeconomics 54(B), December 2017, 187-207 Journal of Money, Credit and Banking 46(8), December 2014, 1627-1656 "Pervasive inattentiveness", Economics Letters 125(2), November 2014, 287-290 "Sticky information models in Dynare" (with Maik Wolters), Computational Economics 43(3), March 2014, 357-370, Dynare codes are available here "(Un)anticipated monetary policy in a DSGE model with a shadow banking system" (with Manuel M.F. Martins and Inês Drumond), International Journal of Central Banking 9(3), September 2013, 73-117 |
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