Publications

(2020). A principal component-guided sparse regression approach for the determination of bitcoin returns. Journal of Risk and Financial Management, 13(2), 33.

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(2019). Asymmetric social distance effects in the ultimatum game. Review of Behavioral Economics, 6(2): 159-192.

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(2019). The effects of markets, uncertainty and search intensity on bitcoin returns. International Review of Financial Analysis, 63: 220-242.

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(2018). On the determinants of bitcoin returns: A LASSO approach. Finance Research Letters, 27: 235-240.

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Teaching

  • UPF: Mathematics I, Mathematics II, Financial Mathematics (teaching assistant)

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