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I am an Associate Professor of Finance at Maastricht University in the Netherlands. On this site you can read about my professional and educational background, my interests inside (and outside) economic research, current work in progress, my publications as well as the courses I teach.
Professional and Educational background
Before joining Maastricht University, I worked as a postdoctoral researcher at the Vrije Universiteit Amsterdam and as a doctoral researcher at the Erasmus Universiteit Rotterdam (Tinbergen Graduate School). My Ph.D. thesis was entitled “Extreme Financial Returns and their Comovements” and contained essays on international finance as well as applications of extreme value analysis in finance and investments. Prior to my doctoral work in the Netherlands, I studied economics at the University of Leuven in Belgium.
My research interests include, inter alia, financial crises and financial contagion, international finance, financial stability (tail risk and systemic risk), financial risk management, and all kinds of applications of the statistical theory of extreme values in financial economics.