Welcome to my web page. I am an Associate Professor of Finance at the IESEG School of Management, and the Academic Director of the Master Program in Banking, Capital Markets and Financial Technology. I am also an Affiliated Research Fellow of the National Center for Scientific Research (CNRS) in France. I received my PhD in Economics from University of Leuven (KU Leuven) and PhD in Finance from Louvain School of Management (Louvain Academy) in Belgium.

My research focuses on topics in Financial Econometrics, High-Frequency Data Analysis, Central Bank Communication, International Finance, Volatility Modeling and Tail Risk Measurement.

Prior to my PhD studies and joining IESEG, I was a Fulbright Scholar at the State University of New York, Binghamton in the U.S. I graduated from Bogazici University with an MA degree in Economics and Finance, and from Kadir Has University with a BA in Economics (summa cum laude), where I was awarded full scholarship via university entrance exam placement and ranked first in graduation from the department. 

During my academic career, I held visiting research positions at various institutions, including the Federal Reserve Bank of St. Louis, Erasmus University Rotterdam, Maastricht University and Columbia University, New York. My research has been published in Journal of Econometrics, Journal of Financial Econometrics, Journal of Banking and Finance, Journal of International Money and Finance  and Economics Letters, among other peer-reviewed journals.

Please click here to see my research profile and publications.

For my other profiles: Twitter | ORCID | ResearchGate | LinkedIn

Feel free to contact me if you need further information and/or comments, suggestions and requests.