«Informative Social Interactions» (2021), (joint with L. Arrondel, C. Giannitsarou and M. Haliassos) Southampton DP 1702 (GSC=11) (available as CEPR DP14840, SSRN and as IMFS WP136). Online appendix. R&R JEBO
«Optimal deep neural networks by maximization of the approximation power » (2020), (joint with T. Mancini and J. Olmo) (available at SSRN) (Submitted)
«Subjective Return Expectations, Inattention and Stock Market Participation» (2021). (In preparation for submission)
PUBLICATIONS (Google Scholar Citations)
«Machine Learning the Carbon Footprint of Bitcoin Mining» (2022), (joint with T. Mancini and J. Olmo). [CEPR-DP16267] conditionally accepted Journal of Risk and Financial Management.
«Subjective Return Expectations, Perceptions and Portfolio Choice» (2021), (joint with L. Arrondel and X. Oliver), Journal of Risk and Financial Management 15(1):6, [DOI] (special issue on Household Finance)
«Granger Causality Detection in high dimensional systems using feed-forward neural networks » (2021), (joint with T. Mancini and J. Olmo) International Journal of Forecasting 37(2) :920-40. [DOI] (available at SSRN)
«Neural Network Models for Empirical Finance» (2020), (joint with T. Mancini and J. Olmo), Journal of Risk and Financial Management 13(11), 265 [DOI] -Contender to 2021 JRFM Best Paper Award.
«Sequential Exporting» (2012), (joint with F. Albornoz, G. Corcos and E. Ornelas), Journal of International Economics 88: 17-31. [Technical Appendix.] (GSC=640) Top-10 most cited JIE papers since 2012
«Temperance in Stock Market Participation: Evidence from France» (2010), (joint with L. Arrondel and X. Oliver), Economica 77: 314-333. (GSC=40)
«Are the Anti-globalists Right? Gains-from-Trade without a Walrasian Auctioneer» (2009), Economic Theory 38(3): 561-592. (GSC=13)
«Les Francais sont-ils prudents? Patrimoine et risque sur le revenu du travail des menages» (2008), (joint with L. Arrondel), Economie et Statistique 417-418 : 27-53. (GSC=41)
CHAPTERS IN BOOKS
«The ASEAN Free Trade Agreement: Impact on Trade Flows and External Trade Barriers» (2011), (joint with C. Freund and E. Ornelas). In R. Barro & J. Lee (eds.), Costs and Benefits of Regional Economic Integration, Oxford U. Press. (GSC=120)
«Eductive Stability in Sequential Exchange Economies: An Introduction» (2005), (joint with R. Guesnerie), ch.6 in Assessing Rational Expectations: Eductive Stability in Economics, by R.Guesnerie Ed., MIT Press. (GSC=7)
«Little Evidence for the Madness of the Crowds: Our Social Interactions are Informative» (2017), (joint with L. Arrondel, C. Giannitsarou and M. Haliassos), Media Brief for the Royal Economic Society on the occasion of the 2017 RES Conference, Bristol. PSE brief (in French), and VOX EU video (in English).
«How Much are UK Migrants Worth?» (2017), (joint with D. Papoutsaki and J. Wahba), Video podcast in the ‘Tales of Migration’ series in Public Policy at U. of Southampton.
«Get to know UK migrants better: descriptive evidence from the WAS, 2006-12» (2016), (joint with D. Papoutsaki and J. Wahba), Views on Europe, Public Policy at U. of Southampton.
«Sequential exporting: how firms break into foreign markets» (2012), (joint with F. Albornoz, G. Corcos and E. Ornelas), CentrePiece 16 (3): 26-28. (Here an account by the ESRC)
WORK IN PROGRESS
«Information and Risk in the Stock Market: Empirical Evidence» (2019), (joint with F. Albornoz and A. Cabrales).
«Sequential Exporting and Third-country Effects of Trade Policy» (2021), (joint with F. Albornoz, G. Corcos and E. Ornelas)
«Social Norms in Unsecured Debt» (2021), (joint with C. Giannitsarou, M. Haliassos and J. Wohlfart)
«The Great Recession and Household Savings of Migrants and Natives in the UK» (2018), (joint with D. Papoutsaki and J. Wahba)
«Firm Heterogeneity with a Transportation Sector: Implications of Trade Liberalisation» (2016), (joint with N. Lazarou)
«The Role of Expectational Coordination on Stock Market Volatility» (2016), (joint with L. Arrondel and M. Kearns)