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Research area(s)

• Empirical Finance
• Applied Macroeconomics
• Time Series Econometrics
• Textual Analysis

Research Interests

Time series econometrics, empirical macroeconomics and finance

Grants

Project details

Current:

• "Multi-lingual news and financial markets across countries”, in collaboration with I. Avoiz at Ben Gurion University, Israel
• "Asset prices and market risk during downturn with high frequency data”, in collaboration with Dr. R. Versteeg at Imperial College London, UK
•  "Time-varying impacts of monetary policy on financial markets", in collaboration with Dr. M. Roestel at University Kiel and Prof. H. Herwartz at University of Göttingen, Germany

Completed: 

• "News coverage and economic uncertainty", in collaboration with Dr. J. Wu at Queen Mary University of London
• "Investor attention measured by Google search queries and financial market volatility", in collaboration with Prof. H. Herwartz at University of Göttingen
• "The role of low mortgage rates and securitization in the U.S. housing boom", in collaboration with Prof. H. Herwartz at University of Göttingen
• "Determinants of the stock price to dividend ratio", in collaboration with Dr. M. Roestel at University Kiel and Prof. H. Herwartz at University of Göttingen
• "Tests for unit roots in bounded time series", in collaboration with Prof. G. Cavaliere at University of Exeter and University of Bologna
• "The role of log transformation in forecasting economic variables", in collaboration with Prof. H. Lütkepohl at the Freie University Berlin
• "Sustainability of current account imbalances and the saving-investment relationship", in collaboration with Prof. H. Herwartz at University of Göttingen
• "New approaches to bootstrap inference in functional coefficient models", in collaboration with Prof. H. Herwartz at University of Göttingen
• "The role of the consumption-wealth ratio in financial markets"