Research
My main research focuses on the intersection between financial markets and public policies or regulatory interventions. This means that I use applied statistics and econometrics to measure the effects of interventions on financial and credit markets. My areas of interest include applied finance, banking, credit markets, time series, forecasting and machine learning.
I have published over 40 articles since 2011 in peer-reviewed journals such as Economic Modelling, Journal of Economic Dynamics and Control, Quantitative Finance, Review of Development Economics, Revista Brasileira de Economia, Brazilian Review of Finance, among others. Below you can find a list of selected recent publications from the last few years. The complete list of publications, as well as other professional and academic activities, can be found on my Curriculum Lattes.
