Published papers

Factors and Risk Premia in Individual International Stock Returns, with Hugues Langlois and Olivier Scaillet, 2021.

Journal of Financial Economics, 141 (2), 669-692.

Online Appendix

Recipient of Inquire Europe grant. SFI practitioner roundup 2018.

How is Liquidity Priced in Global Markets?, with Vihang Errunza and Hugues Langlois, 2021.

Review of Financial Studies, 34 (9), 4216–4268

.Online Appendix

Semi-finalist for the best paper award at the 2018 FMA European Conference in Norway.

Measuring Sovereign Bond Market Integration, with Vihang Errunza and Rajna Gibson Brandon, 2020. Review of Financial Studies, 33(8), 3446–3491.

SFI Practionner Roundup 2017

Do Implicit Barriers Matter for Globalization?, with Francesca Carrieri and Vihang Errunza, 2013. Review of Financial Studies,  26 (7), 1694-1739.

Winner of Best Paper Award at NFA meetings 2009 (Toronto CFA Societies' Capital Market Research Best Paper Award);

Media coverage: Le Temps


Do Emerging Markets Provide Currency Diversification Benefits?, with Vihang Errunza and Basma Majerbi, 2013. International Journal of Banking, Accounting, and Finance 5 (1/2), 102-120      


The unconditional and conditional exchange rate exposure of U.S. firms, with Stefano Mazzotta, 2013. Journal of International Money and Finance 32, 781-808

International Asset Pricing Under Segmentation and PPP Deviations, with Vihang Errunza, 2007. Journal of Financial Economics 86 (2), 543-578