Research

× Publications
U.S. Treasury Auctions: A High Frequency Identification of Supply ShocksLatest draft May 2023American Economic Journal: Macroeconomics, forthcoming[May 2021 version] [ASSA/AEA 2022 poster]
Order Matters: An Experimental Study on How Question Ordering Affects Survey-Based Inflation Forecasts(with Rina Rosenblatt-Wisch)International Journal of Central Banking, forthcoming[July 2018 version, Swiss National Bank No. 2018-11]
× Working Papers
Monetary Policy Financial Transmission and Treasury Liquidity Premia(with Samuel Reynard)Latest draft December 2021Revise and resubmit, International Journal of Central Banking[August 2021 version, Swiss National Bank No. 2021-14]
The International Transmission of Asset Market Shocks in Liquidity Traps(with Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis)Latest draft March 2024Submitted[March 2024 version, CEPR Discussion Paper No. 18904]
Treasury Supply, Relative Convenience Yields and Exchange Rates(with Marco Graziano)Latest draft May 2023
× Work in Progress
Do Private Safe Assets Still Crowd Out Private Ones?(with Lisa Wenger)
The Effect of Public Debt in a Small Open Economy: Evidence from Swiss Treasury Auctions(with Kenza Benhima)
Third-Country Effects on Exchange Rates: Evidence From Responses to Macroeconomic News Announcements(with Christian Grisse)
× Conferences, Workshops and Seminars
SSES Annual Congress 2023, University of Neuchâtel, Neuchâtel (Switzerland), June 2023
Research Seminar, Swiss National Bank, Zurich (Switzerland), February 2023
Research Days, University of Lausanne, Lausanne (Switzerland), February 2023
Research Seminar, Bank for International Settlements, Basel (Switzerland), February 2023
Research Seminar, Bank of Italy, Rome (Italy), January 2023
PhD Macro Workshop, University of Lausanne, Lausanne (Switzerland), December 2022
Internal Research Seminar, Sveriges Riksbank, Stockholm (Sweden), September 2022
SSES Annual Congress 2022, University of Fribourg, Fribourg (Switzerland), June 2022
Research Days, University of Lausanne, Lausanne (Switzerland), February 2022
ASSA 2022 Virtual Annual Meeting, Online, January 2022
SNB Research Conference 2021, Swiss National Bank, Zürich (Switzerland), September 2021
Research Days, University of Lausanne, Lausanne (Switzerland), April 2021
ASSA 2021 Virtual Annual Meeting, Online, January 2021
Brown Bag Seminar, Swiss National Bank, Zürich (Switzerland), April 2019
Brown Bag Seminar, Swiss National Bank, Zürich (Switzerland), February 2018