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Research Interests

  • Macro-Finance
  • Behavioral Finance
  • Financial Econometrics

Areas of expertise

  • Non-standard Consumption-based Asset Pricing
  • Non-standard Portfolio Choice
  • Regime Switching and Affine Models

Ongoing projects

  • Endogenous Monetary Policy and Asset Prices
  • Credit and Inflation Derivatives
  • Downside Risks and Derivative Markets
  • African Stock Markets and Economic Development
  • Climate Valuation Models

Links to my co-authors

© Roméo Tédongap