Welcome to my homepage.
I am Assistant Professor of Financial Econometrics at the University of Innsbruck .
My research focuses on understanding the sources and dynamics of financial risk premia. Besides developing econometric methods for estimating dynamic asset pricing models, I am particularly interested in the risk factor and intermediation structure of foreign exchange markets.
I received my Ph.D. in Quantitative Economics from the University of Kiel and I hold undergraduate degrees in Mathematics and Economics from the Universities of Kiel and of Cologne, respectively.