Daniel Buncic

Contact Information
Daniel Buncic, PhD
Assistant Professor
Inst. of Mathematics & Statistics
University of St. Gallen
Bodanstrasse 6
9000 St. Gallen
Switzerland (click here for map)
Official Uni of St. Gallen website:

Map of the Campus (pdf):
Click here

Contact details

Room  : 28-302
Phone  : +41 71 224 2604
Fax  : +41 71 224 2894
Mobile  : +41 77 472 3443
Emma's  : +41 77 472 3257
Email  : first.last@unisg.ch
Web :  www.danielbuncic.com.

Pages and Profiles

My SSRN page is here.
My RePEc page is here.
My Linked in page is here.
My Google Scholar page is here.


Quant Finance
BrownBag Research


I am an Assistant Professor in the Institute of Mathematics and Statistics (part of the Department of Economics) at the University of St. Gallen.

What's New

I am coordinating the Brown Bag (BB) seminar series. Click here for a schedule of available slots for the autumn semester 2016 (HS-2016).

Recent Papers

Conferences and Talks (2015)

Research Interests

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.