Monetary policy and mispricing in stock markets, 2023, Journal of Money, Credit and Banking, DOI: 10.1111/jmcb.13090 (with Benjamin Beckers).
The term structure of currency futures’ risk premia, Journal of Money, Credit and Banking, 2022, Volume 54(1), pp. 5-38, http://dx.doi.org/10.1111/jmcb.12872 (with Casper G. de Vries and Jürgen von Hagen).
Exchange Rates, Foreign Currency Exposure and Sovereign Risk, Journal of International Money and Finance, 2021, Volume 117, available online (with Helmut Herwartz).
The cyclicality of automatic and discretionary fiscal policy: What can real time data tell us?, Macroeconomic Dynamics, 2015, Volume 19(1), pp. 221-243 (with Andrew Hughes Hallett and John Lewis).
The macro-determinants of private equity investment, Applied Economics, 2014, Volume 46(11), pp. 1170-1183 (with Roberta Colavecchio).
Sovereign risk premia in the European government bond market, Journal of International Money and Finance, 2012, Volume 31(5), pp. 975-995 (with Jürgen von Hagen and Ludger Schuknecht).
Sovereign bond yield spreads: A time-varying coefficient approach, Journal of International Money and Finance, 2012, Volume 31(3), pp. 639-659 (with Burcu Erdogan).
Forecasting the fragility of the banking and insurance sector, Journal of Banking and Finance, 2011, Volume 35(4), pp. 807-818 (with Andreas Pick).
Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia, Scottish Journal of Political Economy, 2008, Volume 55, pp. 465-487 (with Guntram B. Wolff).
Euribor futures market: Efficiency and the impact of ECB policy announcements, International Finance, 2004, Volume 7, pp. 1-24 (with Jürgen von Hagen).