I am currently a Policy Adviser in the Financial Stability Strategy and Risk (FSSR) directorate at the Bank of England. My research focuses on topics at the intersection between financial economics and macroeconomics. More specifically, I study how monetary policy transmits to the real economy through financial markets, asset pricing implications of frictions in financial intermediation, and financial stability risks arising from the growing role of non-bank financial intermediaries.
C.V.: Please see my recent C.V. here.
Research Interest: Macro-Finance, Market Microstructure, Monetary Policy, Financial Stability.
Disclaimer: This is my personal research website. The views expressed here and in my research do not necessarily reflect those of the Bank of England.
Publications
- Macroprudential Policies, Economic Growth and Banking Crises (with M. Belkhir, S. Ben Naceur and B. Candelon), Emerging Markets Review (2022)
Working Papers
The Liquidity State-Dependence of Monetary Policy Transmission (with R. Guimaraes and G. Pinter), Bank of England Working Papers (2023)
Macroprudential Regulation and Sector-Specific Default Risk (with M. Belkhir, S. Ben Naceur and B. Candelon), IMF Working Papers (2022)
Work in Progress
Dealer Intermediation and Shock Propagation (with R. Guimaraes, A. Kashyap, A. Kontoghiorghes and G. Pinter)
Government Bond Market Making: Man vs Machine (R. Guimaraes, S. Jurkatis and G. Pinter)
Policy Publications
The Overlap Between Capital Buffers and Minimum Requirements, ESRB Analytical Task Force Report (2021)
The Response of Sovereign Spreads to the ECB Unconventional Monetary Policies (with H. Dewachter and L. Iania), National Bank of Belgium Working Paper Series (2016)