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 planning to produce a webpage with some macro and financial forecasts.
The site will hopefully go online towards the end of the year.
Upcoming Conferences I am planning to attend
My broad research interests are in empirical macroeconomics and finance.
Particular areas of interest are the following:
Realised volatility and covariance modelling, exchange rate modelling and forecasting,
particularly commodity currencies.
Credit risk modelling, stress testing, equilibrium credit modelling,
modelling non-performing loans, bank profits.
Benchmarking and evaluation of mutual fund managers.
Yield curve modelling and forecasting, modelling small open economies
General macro-finance modelling.