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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:
  • 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)