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 have taken over the Brown Bag (BB) seminar coordination from Jochen Mankart.
for a schedule of the available slots for the fall semester 2014 (HS-2014).
Conferences and Talks (2014)
Australasian Finance & Banking Conference 2014, Sydney, December 17-19.
CFE 2014, Pisa, December 6-8.
Uni Graz (invited talk), Graz, November 25.
Banque de France (invited referee), Paris, Jule 7.
FEBS Conference, Surrey, June 21 - June 23.
EBES Conference, Istanbul, June 5 - June 7.
Norges Bank (invited talk), Oslo, April 7-8.
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.