Publications

 

·        Endogenous Trading Constraints with Incomplete Asset Markets. With Arpad Abraham. Forthcoming, Journal of Economic Theory.

 

·        Owning Capital or Being Shareholders: An Equivalence Result under Incomplete Markets. With Daniele Coen-Pirani. Forthcoming, Review of Economic Dynamics.

 

·        Macroeconomic Implications of Financial Policy. With Yann Algan and Olivier Allais. Review of Economic Dynamics 12, 2009, 678-696.

 

·        Shareholders Unanimity with Incomplete Markets. With Daniele Coen-Pirani. International Economic Review 50, 2009

 

·        Asset Prices and Business Cycles under Market Incompleteness. Review of Economic Dynamics,12, 2009, 405-422

 

·        Asset Pricing with Adaptive Learning. With Chryssi Giannitsarou. Review of Economic Dynamics, 11(3) , 2008, 629-651.

 

·        Endogenous Incomplete Markets, Enforcement Constraints and Intermediation. With Arpad Abraham. Theoretical Economics, 1-4, 2006, 439–459.

 

·        Adaptive Learning in Practice. With Chryssi Giannitsarou.  Journal of Economic Dynamics and Control, 31(8), 2007, 2659-2697. 

 

o   Additional material can be found at:  http://www.econ.cam.ac.uk/research/learning/toolbox.htm.

 

·        Idiosyncratic Shocks and Asset Returns in the RBC model: an Approximated Analytical Approach. Macroeconomic Dynamics, 9, 2005, 295-320.

 

·        Capital Adjustment Costs and Firm Risk Aversion. Economics Letters, vol. 81(1), 2003, 101-107.

 

·        International Trade in Financial Services: An Assessment of the GATS. With Susanne Droege.   Aussenwirtschaft, 52(4), 1997.