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I
am an economist at the International Economics Division of the
Bank
of Spain
Download
my CV
PhD
Economics, European University Institute,
Florence, Italy
Committee:
Giancarlo Corsetti, Arpad Abraham, Charles Engel and Fabrizio
Perri
Thesis:
International Financial Markets, Cross-Border Transmission of
Shocks and Risk-Sharing (download)
Research
interests: International Macroeconomics /
International Finance /
Risk-sharing
/ DSGE modeling / Endogenous portfolio models
Research
papers
“Traded
and nontraded good prices, and international risk-sharing: an
empirical investigation”
(2011) joint
with Giancarlo
Corsetti and Luca Dedola (download),
prepared for NBER
International Seminar in
Macroeconomics
2011
“The
International Risk Sharing Puzzle is at Business Cycle and
Lower Frequency”
(2011)
CEPR
Discussion
Paper 8355
joint
with Giancarlo
Corsetti
and
Luca
Dedola
(download),
conditionally accepted Canadian
Journal
of Economics
“International
Financial Flows, Real Exchange Rates and Cross-Border
Insurance”
(2010)
Bank
of Spain
Working
Paper 1038
(download)
“Measuring
International Risk-Sharing: Theoretical Issues and Empirical
Evidence from OECD
Countries”
(2010) EUI
Working Paper
2011/10
(download)
“Shifts
in Portfolio Preferences of International Investors: an
Application to Sovereign Wealth Funds”
(2011)
joint
with Filipa
Sà,
Bank
of Spain Working Paper
1112
(download)
(previous
versions:
Bank
of England Working Paper
423,
Cambridge
Working Paper
1029)
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