My primary research interests are the fields of asset pricing, financial econometrics, derivatives, commodities, international macroeconomics and finance. My research has been published in the Review of Financial Studies, Journal of Business & Economic Statistics, Journal of Economic Dynamics & Control, Journal of Financial Markets, Journal of Empirical Finance, Journal of Banking and Finance, European Journal of Operational Research and Journal of Futures Markets.
I received my PhD from Goethe University in Frankfurt and subsequently worked as Assistant Professor of Finance at University of St. Gallen. 2012 I moved to Amsterdam to work as an Assistant Professor of Finance (tenured 2017) at the finance department of the VU University. In 2019 I have been promoted to Associate Professor of Finance. I am a visiting scholar at Dutch National Bank and frequently visit Columbia Business School NYC as research scholar. I am affiliated to the Tinbergen Research Institute as research fellow and from 2014-2017 I served as Associate Editor of the Journal of Banking and Finance.git