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:

• The Trade Imbalance Network and Currency Returns (with Lucio Sarno and Xiaoxia Ye),  is available on SSRN)

              ---Bank of Lithuania(2023): to be presented

• 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.

• Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity (with Lars Norden and Caihong Xu),  is available on SSRN

             ---the 5th Future of Financial Information conference,  HEC Paris, 2023

             ---the 2023 Derivative Markets Conference, Auckland University of Technology: to be presented

• 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