Working papers

"A Dynamic Multi-Level Factor Model with Long-Range Dependence" (CREATES working paper series)​
[With Yunus Emre Ergemen]​ 

"Panel data with cross-sectional dependence characterized by a multi-level factor structure" (CREATES working paper series)

"A multilevel factor approach for the analysis of CDS commonality and risk contribution" (CREATES working paper series)
[With Massimiliano Caporin]