Peer-reviewed publications

• "From Brown to Green: Climate Transition and Macroprudential Policy Coordination".  J. Risk Financial Manag. 2024, 17(10), 448. 

• "Securitization, Shadow Banking System and Macroprudential Regulation: A DSGE Approach", (with A. Rouabah), Economic Modelling, 2024. Volume 131, 106603. 

• "Bank Assets, Liquidity and Credit Cycles", (with Ivan Petrella and Emiliano Santoro), Journal of Economic Dynamics and Control, 2019, 105:265-282. [Link to WP version]

• "Capturing Macroprudential Policy Effectiveness: A DSGE Approach with Shadow Intermediaries", (with A. Rouabah), Revista de estabilidad financiera, Banco de España,  N°37 (Otoño 2019), p. 151–192, 2019

Policy publications on climate change-related risks

• Climate risk exposures of the financial sector in Luxembourg and climate stress testing , August 2024. Financial Stability Review. Banque centrale du Luxembourg.

• "Towards macroprudential frameworks for managing climate risks", December 2023, European Systemic Risk Board. 

• "Conceptual Note on Short-Term Climate Scenarios", October 2023. NGFS Technical Document.

• "The Macroprudential Challenge of Climate Change" (2022), European Central Bank.

• "NGFS Climate Scenarios for Central Banks and Supervisors" (2020),  Network for Greening the Financial System (NGFS).

• "Positively Green: Measuring climate change risks to financial stability" (2020), European Systemic Risk Board.

• "The Macroeconomic and Financial Stability Impacts of Climate Change: Research Priorities" (2020), Network for Greening the Financial System (NGFS).

Work in progress

• Green Bubbles (with E. Santoro and D. Akbari)