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Position
Ph.D. candidate: September 2004 - August 2008 Department of Economics Faculty of Economics and Business Administration Maastricht University Dissertation: Essays on Asset Market Comovements First advisor: Prof. dr. Bertrand Candelon Second advisor: Prof. dr. Joan Muysken
Research
Fields of Interest: Time Series Econometrics, Financial Crises, International Macroeconomics, Financial Economics, Monetary Theory.
Articles in Journals
"On Measuring Synchronization of Bulls and Bears: the Case of East Asia", (with B. Candelon and S. Straetmans), forthcoming in the Journal of Banking and Finance.
Papers / Working papers
"Estimating and forecasting asset volatility and its volatility: a Markov-switching range model", working paper (2007).
"Common Features and Co-Jumps in the Realized Volatility of International Stock Markets", (with B. Candelon and M. Beine), work in progress (2007).
"US Asset Market Linkages, Contagion and Flight to Quality", (with S. Straetmans), working paper (2007).
"Multivariate Business Cycle Synchronization in Small Samples", (with B. Candelon and S. Straetmans), METEOR research memorandum RM/05/024 (under revision).
"Volatility Contagion in East-Asian Stock-Markets: A Markov-Switching SWARCH-Analysis", Master Thesis (2004).
Teaching Experience
1st Year Courses:
International Economic Relations (109BE)
Quantitative Economics 1, 2, and 3
2nd Year Courses:
Master Courses:
Macroeconomics of open economies (2026V)
Curriculum Vitae
Hobbies
Table tennis, Wind-Surfing, Sailing, Snowboarding, Hamburger Sport Verein (HSV)
