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:
www.mathstat.unisg.ch/dbuncic

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.

Seminars

Quant Finance
BrownBag Research

Hello!

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.