2000 Simcoe Street North, UB Building - Room 4036

Oshawa, ON L1H 7K4

905.721.8668 ext. 3777


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)