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:

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

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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 spring semester 2015 (HS-2015).

Recent Papers

Conferences and Talks (2014)

Research Areas

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.