I am an Assistant Professor in the Institute of Mathematics and Statistics
(part of the Department of Economics) at the University of St. Gallen.
I am coordinating the Brown Bag (BB) seminar series.
Click here for a schedule of available slots for the autumn semester 2016 (HS-2016).
Conferences and Talks (2015)
IISES 2015, Rome, April 14-17 (Keynote Speaker) .
SETA 2015, Tokyo, May 29-31.
Uni Graz (invited talk), Graz, June 2.
ISF 2015, Riverside L.A., June 21 - 24.
IAAE 2015, Thessaloniki, June 25-27.
FMA 2015, Orlando, October 14-17.
CFE 2015, London, December 12-14.
My research interests are in financial economics, macroeconomics, empirical asset pricing and forecasting.
Particular research areas of interest are the following:
Modelling and forecasting exchange rates, the equity premium, commodities and realised volatility
General macro-finance modelling, yield curve modelling and forecasting, modelling and forecasting
of small open economies
Credit risk modelling, stress testing, equilibrium credit modelling,
modelling non-performing loans, bank profits
Benchmarking and evaluation of mutual fund managers.