My research interests are mainly in socio-economic networks, bargaining theory, financial and computational economics with occasional ventures into other areas.  My current projects range from game-theoretical models of markets with repeated transactions through empirical work on socio-economic networks to the estimation of the multidimensional value at risk.

Recent Publications

"Multidimensional Risk and Risk Dependence" (with Evarist Stoja and Ren Zhang), Journal of Banking and Finance, forthcoming

“Peer Effects in UK Adolescent Substance Use: Never Mind the Classmates?” (with Duncan McVicar), Oxford Bulletin of Economics and Statistics, forthcoming

“Efficient Evaluation of Multidimensional Time-Varying Density Forecasts” (with Evarist Stoja), International Journal of Forecasting, 28(2):343–352, 2012

“Multilevel Mediation in Symmetric Trees” (with Daniel Cardona), Review of Network Economics, 11(3), article 8, 2012

“Voting rules and efficiency in one-dimensional bargaining games with endogenous protocol” (with Daniel Cardona), Social Choice and Welfare, DOI 10.1007/s00355-012-0681-3, 2012

“Dynamic Density Forecasts for Multivariate Asset Returns” (with Evarist Stoja), Journal of Forecasting 30(6):523-540, 2011

“Recovering Social Networks from Individual Attributes” (with Duncan McVicar), Journal of Mathematical Sociology, 35(4):287-311, 2011

“Genetic Algorithm Search for Predictive Patterns in Multidimensional Time Series”, Complex Systems 19(3):195-209, 2011

“Two-Sided Markets with Repeated Transactions” (with Eyal Winter), BE Press Journal of Theoretical Economics, 10(1) (Advances), Article 1. 2010

“Incorporating Higher Moments into Value at Risk Forecasting” (with Evarist Stoja), Journal of Forecasting, 29(6):523-535, 2010

“Bilateral Bargaining in Networks”, Journal of Economic Theory 134(1):557-565, 2007

“A Decentralized Model of Information Pricing in Networks”, Journal of Economic Theory 136(1):497-512, 2007

“Is the General Public Licence a Rational Choice?”, Journal of Industrial Economics, 55(4), 691-714, 2007

Working Papers

Markets, Bargaining and Networks with Heterogenous Agents (with Fernando Vega-Redondo), 2013

Endogenous Homophily and Social Learning (with Fernando Vega-Redondo), 2013

Multivariate Orthogonal VaR (with Evarist Stoja), 2012

Risk Co-Dependence HF FX Returns (with Evarist Stoja), 2011

Dynamic Multilateral Markets (with Emiliya Lazarova), 2011