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

My area of specialization is Financial Econometrics. I work in asset pricing, volatility modeling, and the analysis of financial text data. 

Recently, I began working with consumer card transaction data. Together with colleagues from academia and industry, I started the project Monitoring Consumption Switzerland in 2020. In 2025, we launched the Consumer Spending Index for Switzerland.

Further information:

• University of St. Gallen

• Google Scholar

• Repec

• SSRN

• Monitoring Consumption Switzerland

• Consumer Spending Index