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 coordinating the Brown Bag (BB) seminar series.
for a schedule of available slots for the fall semester 2015 (FS-2015).
Conferences and Talks (2015)
IISES 2015, Rome, April 14-17 (Keynote Speaker) .
SETA 2015, Tokyo, May 29-31.
Uni Graz (invited talk), Graz, June 2.
ISF 2015, Riverside L.A., June 21 - 24.
IAAE 2015, Thessaloniki, June 25-27.
FMA 2015, Orlando, October 14-17.
CFE 2015, London, December 12-14.
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.