Short Biography

I am Associate Professor at the Erasmus University Rotterdam. In addition, I am International Research Fellow at the Center for Research in Econometric Analysis of Time Series in Aarhus, Denmark, Research Fellow at the Tinbergen Institute, and member of the Erasmus Research Institute of Management.

My research areas are financial econometrics, time series econometrics, term structure modeling, and the macro-finance interaction. My work has been published in journals in the fields of econometrics, economics and finance, such as the Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Economic Journal and the Journal of Financial and Quantitative Analysis. My work is presented regularly at major international conferences, such as at meetings from the Econometric Society, Society of Financial Econometrics, International Association for Applied Econometrics, but also associations on economics and finance, such as meetings from the American Economic Association and the Western Finance Association. I referee papers for numerous international journals (for a list see my resume), am Associate Editor at the International Journal of Forecasting and Statistica Neerlandica, and regularly am on program committees of national and international conferences.

I teach in the Bachelor program of Econometrics and Management Science, the MSc program specializing in Quantitative Finance, and the MPhil program of the Erasmus Research Institute of Management. The course topics include (Applied) Econometrics and Fixed Income Modeling. I am Academic Director of the Master Specialization Econometrics. In addition I am part of the MOOC Team of Econometrics, for the Massive Open Online Course that is available on Coursera.

For all items mentioned above, more information is available on this website in the resume section, and the detailed sections on my publications and working papers, and teaching.