"The value relevance and timeliness of write-downs during the financial crisis of 2007-2009", International Journal of Accounting, 2013, con Nasser Spear and Mark Szabo
“Is M&A different during a financial crisis? Evidence from the European banking sector”, Journal of Banking and Finance, 2013, con Giovanna Paladino.
“The credit crisis around the globe: Why did some banks perform better?”, Journal of Financial Economics, 2012, 105, 1-17, con René Stulz.
“International house prices and macroeconomic fluctuations”, Journal of Banking and Finance, 2010, 34, 533-545, con C. Morana.
"A Portfolio based evaluation of affine term structure models", Annals of Operations Research, 2007, Annals of Operation Research, 151, 193-222, con Paolo Colla.
"Breaks and persistency: macroeconomic causes of stock market volatility", in Journal of Econometrics, 2006, 131, 151-177, con Claudio Morana.
"Statistical benefits of value-at-risk with long memory", in Journal of Risk, 2005, 7, 47-73, con Claudio Morana.
"Structural change and long run dependence in volatility of exchange rates: either, neither or both?", in Journal of Empirical Finance, 2004, 629-658, co