Research interests (not necessarily in this order): Monetary Economics, Macroeconomics, Finance, Money Search Theory
Publications
"
Monetary Policy and Asset Prices", with Geromichalos, A., and Licari, J.M., Review of Economic Dynamics 10, no. 4, 761-779, 2007."Monetary Policy with Heterogeneous Collateralized Borrowing". Revised and resubmitted to Macroeconomic Dynamics, Dec 2010
"The Black Swan: Endogenous Scalability", Academy of Management Perspectives, forthcoming.
Working Papers
"Illiquid Financial Market and Monetary Policy", with Geromichalos, A. (UC Davis), and Licari, J.M. (Moody's Analytics)
"Asset Pricing Dynamics under Securitization", with Ferraris, L. (U. Carlos III), coming soon...
"Optimal Taxation in a Model with Externalities", with Carranza, L. and Galdon-Sanchez, J.E. (U.P. Navarra)
Work in Progress
"The Term Structure of Interest Rates in a Dynamic Monetary Framework", with Licari, J.M.
"Financial Stable Disequilibria"