Forward Guidance and Corporate Lending

Revisions requested by the Review of Finance

with M. Delis, S. Hong and D. Philip 

[Paper | August 2020]  [Slides | October 2020]  [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 | April 2021]  [Replication material: Codes]