POSITIONS
SHORT-TERM VISITING POSITIONS
EDUCATION
TALKS
REFEREEING ACTIVITY
Quarterly Journal of Economics, International Journal of Forecasting, Journal of Banking and Finance (2X), Journal of Financial Markets, Review of Economics and Statistics, Journal of Financial Econometrics, Journal of International Money and Finance (2X), Journal of Empirical Finance, Eastern Economic Journal, Quantitative Finance, Empirical Economics, Journal of Applied Econometrics (2X), Energy Economics
PhD SUPERVISION
Main advisor
Lu Yu (2016-)
Committee member
Zhao Zhao (2016-), Yunfei Song (2016), Michael Gallagher (2015), Yumna Omar (2013)
GRANTS - FELLOWSHIPS
SERVICE
COMPUTER SKILLS
LANGUAGES
French (native) and English (fluent).
Notions of Dutch (advanced), Italian (basic) and Spanish (basic).
PROFESSIONAL AFFILIATIONS
American Economic Association, Econometric Society
CITIZENSHIP / MARRITAL STATUS
OTHER SKILLS AND INTERESTS
Saxophone and guitar practice, music theory.
- Associate professor (with tenure), Fordham University, Economics Department, 2017 - present
- Assistant professor (tenure track), Fordham University, Economics Department, 2011 - 2017
- Junior Lecturer, University of Lausanne, HEC, Institute of Banking and Finance, 2009 - 2011
- FINRISK member (Swiss National Competence Centre for Finance Research), 2009 - 2011
- Research and teaching assistant - PhD student, University of Namur (Economics Dpt. and Center for Research in Finance and Management), University of Louvain-la-Neuve - CORE (econometrics group), December 2004 - 2009
- Teaching assistant, University of Liège - Economics Department, 2000 - 2004
SHORT-TERM VISITING POSITIONS
- Visiting scholar, Federal Reserve Bank of Saint-Louis, February - March 2015
- Visiting professor, University College Dublin, FMC2, June - July 2013
- Visiting professor, University of Namur, Center for Research in Finance and Management, June 2012, June 2013, June 2015
- Visiting scholar, Federal Reserve Bank of Saint-Louis, January 2007 - May 2007
EDUCATION
- PhD Economics, Académie Louvain, 2009. Committee: Laurent S., Bauwens L., Candellon B., Giot P., Rockinger M.
TALKS
- ASSA meetings, January 2018, Philadelphia (discussion)
- Oxmetrics conference, March 2016, George Washington University, Washington DC
- Society for nonlinear dynamics and econometrics conference, March 2016, University of Alabama, Tuscaloosa
- New developments in G@RCH, May 2015, NYU, NY
- Recent Developments in Financial Econometrics and Applications, December 2014, Deakin University, Melbourne
- New developments in G@RCH, May 2014, NYU, NY
- Center for Research in International Finance seminar, April 2014, Fordham University, NY
- Economics Department R-seminar, April 2014, Fordham University, NY
- SOFIE-INET conference on Skewness, Heavy Tails, Market Crashes, and Dynamics, April 2014, Trinity College, Cambridge, UK
- Oxmetrics conference, March 2014, George Washington University, Washington DC
- FMC2 seminar series, July 4 2013, University College Dublin
- Workshop in Financial Econometrics, June 20 2013, University of Louvain-la-Neuve
- INFINITI conference, June 10 2013, Sciences-po, Aix-en-Provence
- Fordham Economics Department seminar, September 2012, New York
- World Finance Conference, July 2012, Rio de Janeiro
- Oxmetrics conference, March 2012, George Washington University, Washington DC
- Federal Reserve Board seminar, February 2011, Washington DC
- SOFIE-CREATES conference, Oct. 15 2010, University of Arhus
- INFINITI conference, June 14 2010, Trinity College, Dublin
- IESEG business school seminar, Mar. 5 2010, Lille
- Bank of France seminar, Feb. 26 2010, Paris
- ESCP Europe seminar, Jan. 18 2010, Paris
- AFFI 6th Finance International Meeting, Dec. 19 2008, Paris
- INFINITI conference, June 10 2008, Trinity College, Dublin
- ESCP-EAP seminar, May 6 2008, Paris
- Economic Department Doctoral Workshop, Apr. 22 2008, University of Namur
- RIEF 8th Doctoral Meeting, Feb. 1 2008, Barcelona
- 34th International Conference Macromodels 2007, Dec. 6 2007, Warsaw
- GREQAM summer school / workshop “New microstructure of financial markets”, June 26 2007, Aix-en-Provence
- 7th Missouri Economic Conference, Mar. 30 2007, University of Missouri at Columbia
- 17th EC² conference poster session, Dec. 16 2006, Rotterdam
- ECARES Econometrics Seminar Poster Session, Dec. 14 2006, University of Brussels
- Economics Department Doctoral Workshop, Mar. 29 2006, University of Namur
- CORE Econometrics Seminar Poster Session, Mar. 30 2006, University of Louvain-la-Neuve
- Fonds Spéciaux de la Recherche – Multivariate Time Series Group seminar, Sep. 2005, Statistic Department, University of Louvain-la-Neuve
REFEREEING ACTIVITY
Quarterly Journal of Economics, International Journal of Forecasting, Journal of Banking and Finance (2X), Journal of Financial Markets, Review of Economics and Statistics, Journal of Financial Econometrics, Journal of International Money and Finance (2X), Journal of Empirical Finance, Eastern Economic Journal, Quantitative Finance, Empirical Economics, Journal of Applied Econometrics (2X), Energy Economics
PhD SUPERVISION
Main advisor
Lu Yu (2016-)
Committee member
Zhao Zhao (2016-), Yunfei Song (2016), Michael Gallagher (2015), Yumna Omar (2013)
GRANTS - FELLOWSHIPS
- Fordham faculty fellowship – sabbatical leave spring 2015
- Fordham grant for first year faculty
- Centro Interuniversitario di Econometria (CIDE) grant for the 2006 summer school of econometrics in Bertinoro, Italy
- National Bank of Belgium Grant for research projects funding
- Scholarship from the Interuniversity Attraction Pole (financed by the Belgian Federal Government) for two years research
- Scholarship from the Center for Operations Research and Econometrics (CORE) for six month research
SERVICE
- Freshmen and upper class advising
- Recruiting committees
- Graduate Fellowship Committee
- Department seminar organization
- Honors’ thesis supervision and committee member
- Honors’ program thesis supervision
- Directed independent study
- Internship advisor
- Fairs and open house participation
- Internal grant proposal reviewer
- External grant proposal reviewer
- Recommendation letters
COMPUTER SKILLS
- Main languages: Ox, Matlab, R, Gauss, LaTeX·
- Main econometric packages: OxMetrics, Stata, E-views
LANGUAGES
French (native) and English (fluent).
Notions of Dutch (advanced), Italian (basic) and Spanish (basic).
PROFESSIONAL AFFILIATIONS
American Economic Association, Econometric Society
CITIZENSHIP / MARRITAL STATUS
- Belgian citizenship. US permanent resident.
- Married, two children.
OTHER SKILLS AND INTERESTS
Saxophone and guitar practice, music theory.