Selected Research

An expanded conceptualisation of vulnerability to financial crises: Research on emerging markets

International Review of Economics & Finance, 109 (2026), 105437.

Develops an early-warning framework distinguishing macro-financial fundamentals, policy choices and institutional constraints.

URL: https://www.sciencedirect.com/science/article/pii/S1059056026005502?via%3Dihub

Financial Regimes — Machine-Learning Early Warnings, FX Factor Momentum, and Equity–Currency Linkages

PhD dissertation, University of Liechtenstein, 2026 · Highest distinction.

Three studies connecting crisis prediction, FX factor momentum and equity–currency exposures with investment and risk management decisions.

URL: https://www.uni.li/de/neuigkeiten/2026/01/dissertation-enthuellt-neue-erkenntnisse-durch-maschinelles-lernen-aus-finanzmarktdaten?utm

Changing the Narrative: Macro-Financial Federal Reserve Communication Shocks

With Simon Kühne · Working paper.

Develops a framework for identifying when Federal Reserve communication changes the prevailing macro-financial narrative.

URL: Manuscript available on request