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Welcome to my personal webpage.

I am an assistant professor of finance at UOIT. I received my PhD in Finance from McGill University. My main research interests are: Asset Pricing, International Finance, Financial Econometrics.

My recent research projects are:
  • Global Market Integration Reversals and Funding Liquidity, (with Francesca Carrieri and Aytek Malkhozov)
  • Integrated Markets: Economic or Financial Integration? (with Lilian Ng and Bruno Solnik)
  • Pricing Together Developed and Emerging Markets with Multiple Risk Factors, (with Francesca Carrieri)
  • Prices of Risk and the Business Cycle, (with Francesca Carrieri)
  • Correlation Premia in International Markets, (with Babak Lotfaliei)