I am a professor of Finance at Stockholm Business School (SBS) Stockholm University.  I do research in Financial Econometrics (e.g., Volatility and Correlation modeling),  Empirical Asset Pricing, and International Finance. My articles have been published in international peer reviewed journals such as: Journal of Financial Econometrics; Journal of Banking and Finance; Journal of Financial Stability; Journal of Empirical Finance; Quantitative Finance; Journal of International Financial Markets, Institutions & Money; Energy Economics, amongst others.

Updates:

• There will be a  PhD level summer course on International Finance in August 2024 at SBS, more information can be found on this link

• From employee to entrepreneur: The role of unemployment risk (with Sara Jonsson, Xiaoyang Li,  Qinglin Ouyang), Revise & Resubmit, Journal of Financial Economics.

• The Trade Imbalance Network and Currency Returns (with Lucio Sarno and Xiaoxia Ye),  is available on SSRN). (Bank of Lithuania (2023), Bank of Canada 13th Workshop on Exchange Rates, Dec 19, 2023)

• The Effect of Uncertainty on Volatility and Correlation (with Asgharian Hossein and Charlotte Christiansen), is forthcoming at the Journal of Banking and Finance. Published version is here.

• Commodity 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

• Term Premia Co-movement and Global Trade Network (with Caihong Xu and Xiaoxia Ye) is available on SSRN. (CICF 2023 (China International Conference in Finance); Asian Meeting of the Econometric Society, 2023)