Welcome to my website

I have been an Assistant Professor of Finance at McGill University, Desautels Faculty of Management, since fall 2013. Before joining McGill, I was a PhD student and teaching assistant at the Stockholm School of Economics since 2008, and a visiting scholar at the New York University, Stern School of Business  during the academic year 2011/2012.

My research interests relate broadly to topics in empirical asset pricing. More specifically, I have a particular enthusiasm for international macro-finance with a focus on sovereign credit risk. Presently, I am trying to understand the behavior of the term structure of sovereign credit default swap spreads and their relationship to global factors and country-specific fundamentals. The nature of these fixed income derivative products naturally explains my secondary interest in the over-the-counter market structure. I am currently also interested in studying the behavior of illegal insider trading in derivatives.