Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises (2019, with Jan Hannes Lang, Cosimo Izzo, Stephan Fahr) ECB Occasional Paper No. 219
The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles (2019, with Jakob Fiedler, Thomas Theobald) IMK Working Paper No. 198
