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)
Revision requested by the Journal Financial and Quantitative Analysis
- 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)