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:
- Reversal in Market Integration: a Funding Liquidity Explanation,
- 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)