Welcome to my personal webpage. 

I am an assistant professor of finance at University of Ontario. I got my PhD from McGill University. My main research interests include Asset Pricing, International Finance, and Financial Econometrics. 

My recent research projects are:
  • Can Cross-Border Funding Frictions Explain Financial Integration Reversals? (with Francesca Carrieri, and Aytek Malkhozov)
            Revision requested by the Review of Financial Studies
  • Integrated Markets: Economic or Financial Integration? (with Lilian Ng and Bruno Solnik)
            Under review at the Review of Financial Studies
  • Currency Risk or Intertemporal Risk: Which Matters More for International Asset Pricing (with Francesca Carrieri)
  • Prices of Risk and the Business Cycle, (with Francesca Carrieri)
  • Correlation Premia in International Markets, (with Babak Lotfaliei)