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Articles scientifiques

Monetary policy risk: Rules versus Discretion

Review of Financial Studies, mai 2022, vol. 35, n° 5, pp 2308–2344, (in coll. with D. K. BACKUS, M. CHERNOV, S. E. ZIN)

Term structure of risk in expected returns

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

Crash Risk in Currency Returns

Journal of Financial and Quantitative Analysis, février 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,

Cahiers de recherche

Articles scientifiques

Monetary policy risk: Rules versus Discretion

Review of Financial Studies, mai 2022, vol. 35, n° 5, pp 2308–2344, (in coll. with D. K. BACKUS, M. CHERNOV, S. E. ZIN)

Term structure of risk in expected returns

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

Crash Risk in Currency Returns

Journal of Financial and Quantitative Analysis, février 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,

Cahiers de recherche

Formation

  • PhD in Finance, London Business School - Royaume-Uni

Nominations académiques

Responsabilités académiques à HEC

  • 2019- Professeur Associé, Finance HEC Paris
  • 2019- Membre du GREGHEC, le laboratoire de recherche CNRS-HEC Paris HEC Paris

Responsabilités académiques externes

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

Activités scientifiques

Adhésion à l'organisation académique ou professionnelle

  • CEPR Research Affiliate (Financial Economics)
  • Macrofinance Society

Activités scientifiques

  • 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