Selected Research
Option-implied Hurst exponent for FX timing
Finance Research Letters, 110 (2026), 110641.
Develops an option-implied Hurst exponent as a forward-looking signal for currency timing and downside-risk management.
URL: https://www.sciencedirect.com/science/article/pii/S1544612326011694
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.