Investors’ #riskappetite has considerably strenghtened over the last months. #Investor sentiment remains high despite the resurgence of #commercialtensions, which calls for caution.

Yanis Varoufakis: Green New Deal can unite Europe's progressives theguardian.com/world/2019/may…

Discover my new article: “How to Protect your Portfolio Against #TradeWar?” A short & #quantitative paper with many practical applications, in which I assess the impact of rising trade tensions on various asset classes and #Hedgefund strategies. linkedin.com/feed/update/ur…

Still waiting for #inflation... Is #monetarypolicy really the right tool?

The economics of the #Fed put ! A shocking chart, from Lucca and Moench (2015), showing that on average (1994-2011) stock markets are up before Fed announcements. newyorkfed.org/medialibrary/m…

Discover our new Banque de France blog post with Arthur Stalla-Bourdillon : Is there a bubble in “green” equities?

Our paper with @menzie_chinn and N.Chatelais is out as a NBER WP ! In a nutshell, we use sectorally disaggregated equity variables within a factor model to predict future US economic activity. 1/N nber.org/system/files/w…

🚨 Call for papers 🚨 Banque de France is organizing (Dec 11) a workshop on macrofinancial impact of 𝐂𝐨𝐦𝐦𝐨𝐝𝐢𝐭𝐲 𝐦𝐚𝐫𝐤𝐞𝐭 𝐟𝐥𝐮𝐜𝐭𝐮𝐚𝐭𝐢𝐨𝐧𝐬. keynotes: C. Baumeister, I. Petrella Details for applications ⬇️ banque-france.fr/en/macroeconom…

Check out our new working paper with Arthur Stalla-Bourdillon on sector valuation and the development of pro-environmental preferences among investors. papers.ssrn.com/sol3/papers.cf…

Congratulations Tristan Jourde on being recognized for an outstanding article, in the JRI. Well done. linkedin.com/feed/update/ur…

Very grateful that the ARIA selected my paper as the winner of the 2023 Robert C. Witt Award (best paper published in the Journal of Risk and Insurance in 2022). jri.pub/witt-awards/

ARIA presents the Robert C. Witt Award each year for the article published the previous calendar year in the Journal of Risk and Insurance judged best by an independent committee. Congratulations to 2023 winner Tristan Jourde! Click the link for more information. linkedin.com/feed/update/ur…

Very happy to have received this award with Arthur Stalla-Bourdillon for our paper on green & brown sector equity valuations ! Link to the paper: papers.ssrn.com/sol3/papers.cf…