Research and publications

Current works

Currently, I am working on the impact of central bank communication on contagion. I work also on a couple of projects listed below. If you want to collaborate on a project, don’t hesitate to send me a mail.

My Github where you can find all my codes for replications:


Working papers

  • Misspecification tests in conditional covariances for large cross-sectional – joint with Bilel Sanhaji (Université Paris 8)


  • Sentometrics, big-data and monetary policy
  • A new approach to nowcast exchange rates, with Cyril Dell’Eva