CV

My CV is available for download as a PDF file, please click here.

Short Biography

I am Full Professor at the Erasmus School of Economics of the Erasmus University Rotterdam. In addition, I am 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 Economics. 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, am Associate Editor at the International Journal of Forecasting and regularly am on program committees of national and international conferences.

I teach in the MSc program specializing in Quantitative Finance, both as lecturer for a course on Fixed Income Modeling as well as through supervising master thesis. In addition I am part of the MOOC Team of Econometrics, for the Massive Open Online Course that is available on Coursera.

Since 2021 I am vice-dean of education at the Erasmus School of Economics and part of the management team of the school.

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 my current teaching. Full detailed information on all topics is available in my CV, which you can find available for download above here.