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