I am a Professor of Econometrics at the School of Economics and Political Science at the University of St. Gallen (HSG).

My area of specialization is Financial Econometrics.

I work in asset pricing, volatility modeling, risk-management and the analysis of financial text data. Together with colleagues from academia and industry, I started the project Monitoring Consumption Switzerland which explores private debit and credit card expenditures during the Covid-19 pandemic.

Further information:

• my site at the University of St. Gallen

• Google Scholar

• Repec

• SSRN

• Monitoring Consumption Switzerland