Welcome to my web page. I am an Assistant Professor of Finance in the Department of Finance, Audit and Control at the IESEG School of Management, France.
I received my PhD in Economics from University of Leuven (KU Leuven) and PhD in Finance from Louvain School of Management (Academy Louvain), Belgium in 2013. Currently, I am a CNRS fellow. I was a visiting scholar in the Research Department at the Federal Reserve Bank of St. Louis in 2011 and 2015.
My research interests are in the areas of
- financial econometrics
- applied econometrics
- high-frequency data analysis
- financial contagion
- volatility modeling and tail risk measurement
Feel free to contact me if you need further information and/or comments, suggestions and requests.