I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Volatility and Correlation modeling; Nonparametric Interest Rate Modeling;  Derivatives and Empirical Asset Pricing.  Recently, I have been also extended my research area to the financial networks and Financial markets microstructure. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.

Updates:

• My working paper with (Asgharian Hossein and Charlotte Christiansen),

The Effect of Uncertainty on Volatility and Correlation, is conditionally accepted at the Journal of Banking and Finance. SSRN version is here.

• My new working paper, Inflation Risk Premium for Commodity and Stock Market Returns

 (with Emmanouil Platanakis, Xiaoxia Ye and Guofu Zhou) is available on SSRN.

  ** Semifinallist of the best paper award for investment in FMA annual meeting, 2022

• My new working paper, Term Premia Co-movement and Global Trade Network (with Caihong Xu and Xiaoxia Ye) is available on SSRN.