I am an Economist at the International Monetary Fund.
My research interests are in Financial Economics, Systemic Risk, Market Microstructure and related topics.
This is my private site and all views are mine.
Predicting Financial Crises: A New Composite Early Warning Indicator (coming soon)
(joint with Richard Varghese and Plamen Iossifov)
ECB's economy-wide climate stress test: Methodology and results (PDF)
(joint with S. Alogoskoufis, N. Dunz, T. Emambakhsh, M. Kaijser, C. Kouratzoglou, M. Muñoz, L. Parisi, C. Salleo)
Estimating a Model of Decentralized Trade with Asymmetric Information (PDF)
Quantifying Herding and Contrarianism in Financial Markets (PDF)
(joint with Hamid Sabourian)
thennig2 [at] imf [dot] org