I left academia in 2016. This is my personal website which collects my academic and policy work. The best way to contact me is via email: firstname.lastname at gmail.com.
- Information in the term structure of yield curve volatility, with A. Cieslak, Journal of Finance, 71, June 2016, p. 1393-1436.
- Expected Returns in Treasury Bonds, with A. Cieslak, Review of Financial Studies, 28, October 2015, p. 2859-2901.
- Nominal term spread, real rate and consumption growth (2014), with A. Cieslak
- Risk premiums in Slovak government bonds (2016), with Ľ. Ódor
- Risk Premia and Volatilities in a Nonlinear Term Structure Model by Peter Feldhuetter, Christian Heyerdahl-Larsen, and Philipp Illeditsch, EFA 2015, Vienna, (slides)
spillovers during quantitative easing by Marcello Pericoli, Workshop on
Advances in Fixed Income Modelling 2014, Madrid
The Economics of Options-Implied Inflation Probability Density Functions by Kitsul and Wright, EFA 2012, Copenhagen, (slides)
- Monetary Policy Shocks and Stock Returns: Identification Through Impossible Trinity by Ozdagli and Yu, EFA 2012, Copenhagen, (slides)
- Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns by Han and Zhou, EFA 2011, Stockholm, (slides)
- A Multi-Country Term Structure Model with Unspanned Risks by Bauer and Diez de los Rios, Workshop on Advances in Fixed Income Modeling 2011, Madrid
- Transaction Costs, Trading Volume, and the Liquidity Premium by Muhle-Karbe, Gerhold, Guasoni and Schachermeyer, FinRisk Research Day 2011, Gerzensee, (slides)
- Exploring the Performance of Government Debt Issuance by Eisl, Elendner and Pichler, European Winter Finance Summit 2010, (slides)
- Economic Summer School, Bratislava, July 2016
- Financial Markets, Birkbeck, Spring 2015
- Forecasting Economic and Financial Time Series, Birkbeck, Spring 2014 and 2015
- Monetary Economics, Birkbeck, Spring 2014
- Corporate Finance, Birkbeck, Summer and Autumn 2014
- Financial Econometrics, USI Lugano, 2010-2011