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Scientific articles

Monetary policy risk: Rules versus Discretion

Review of Financial Studies, Forthcoming, (in coll. with D. K. BACKUS, M. CHERNOV, S. E. ZIN)

Term structure of risk in expected returns

Review of Financial Studies, December 2021, vol. 34, n° 12, pp 6032-6086,

Crash Risk in Currency Returns

Journal of Financial and Quantitative Analysis, February 2018, vol. 53, n° 1, pp 137-170, (in coll. with Mikhail Chernov, Jeremy Graveline)

Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns

Journal of Finance (The), aout 2017, vol. 72, n° 4, pp 1529-1566,

Scientific articles

Term structure of risk in expected returns

Review of Financial Studies, December 2021, vol. 34, n° 12, pp 6032-6086,

Crash Risk in Currency Returns

Journal of Financial and Quantitative Analysis, February 2018, vol. 53, n° 1, pp 137-170, (in coll. with Mikhail Chernov, Jeremy Graveline)

Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns

Journal of Finance (The), aout 2017, vol. 72, n° 4, pp 1529-1566,

Monetary policy risk: Rules versus Discretion

Review of Financial Studies, Forthcoming, (in coll. with D. K. BACKUS, M. CHERNOV, S. E. ZIN)

Education

  • PhD in Finance, London Business School - United Kingdom

Academic appointments

Academic Responsibilities at HEC

  • 2019- Associate Professor, Finance HEC Paris
  • 2019- Member of GREGHEC, the joint research laboratory CNRS-HEC Paris HEC Paris

External Academic Responsibilities

  • 2013-2019 Assistant Professor, Finance Stockholm School of Economics

Scientific Activities

Membership in Academic or Professional Organisation

  • CEPR Research Affiliate (Financial Economics)
  • Macrofinance Society

Editorial activities

  • Referee for Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Credit Risk, Journal of Econometrics, Journal of Empirical Finance, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of International Economics, Management Science, Mathematics and Financial Economics, Review of Asset Pricing Studies, Review of Finance, Review of Financial Studies