Welcome to my website
I am Associate Professor of Macro-Finance in Durham University Business School, at Durham University and Theme Lead of Central Banking and Intermediation in the Centre for Banking, Institutions and Development (CBID). I am a member of the American Economic Association, the American Finance Association, the Econometric Society, the European Economic Association, the European Finance Association, the Royal Economic Society, the Euro Area Business Cycle Network, the International Network for Economic Research, and the Central Bank Research Association.
monetary theory and policy; fiscal theory and policy;
sovereign debt; business cycles.
macroprudential policy and systemic risk; bank lending, credit channel and credit cycles; shadow banking; household financing.
Asset Pricing and Behavioral Finance:
topics in currencies, commodities, bonds, and the financial markets.
Mill Hill Lane
Durham University Business School
DH1 3LB, Durham, U.K.
June 2021 The paper "Banks' Liquidity Management During the COVID-19 Pandemic" is published as a CEPR Covid Economics Working Paper Series -- Issue 80.
May 2021 The paper "New Determinants of Sovereign Risk Premia: Identification through Asset Price Shocks, Credit Premia, and Financial Cycle Synchronization" was presented in the International Conference of the French Finance Association.
May 2021 New paper "Banks' Liquidity Management During the COVID-19 Pandemic".
October 2020 The paper "Forward Guidance and Corporate Lending" was presented in the Financial Management Association Virtual Conference.