Welcome to my page!

My name is Terri van der Zwan, and I hold a Ph.D. in Econometrics from Erasmus University Rotterdam and the Tinbergen Institute. My Ph.D. supervisors were Prof. Michel van der Wel and Dr. Erik Kole. 

My research investigates the drivers of equity returns from multiple angles. I study how financial markets respond to economic shocks and macroeconomic policy, how risk is priced across investment horizons, and how machine learning can improve return prediction. My work sits at the intersection of macroeconomics and finance, with research interests in time series econometrics, empirical asset pricing, and machine learning methods.

I obtained my M.Sc. in Econometrics and Management Science (majoring in Quantitative Finance) with cum laude distinction and my B.Sc. in Econometrics and Operations Research from Erasmus University Rotterdam.

In Fall 2022, I visited University of California San Diego hosted by Prof. Allan Timmermann. I received a Fulbright Award for this research visit.