Banks' Liquidity Management During the COVID-19 Pandemic

CEPR Covid Economics Working Paper Series, Issue 80

with D. Gounopoulos, K. Luo and A. Nicolae 

[Paper | May 2021]  [Slides | July 2021]  [Replication material: Codes]   

New Determinants of Sovereign Risk Premia:

Identification through Asset Price Shocks, Credit Premia, and Financial Cycle Synchronization

with R. Benkraiem, S. Boubaker and D.K. Nguyen 

[Paper | March 2021]  [Slides | May 2021]  [Replication material: Codes]