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Research

I. Current Issues In Economics: Quantitative Economics, International Macroeconomics, DSGE Modeling, and Time Series Forecasting

  • - Sovereign debt crisis in Europe
  • - Sustainability in public finances
  • - Forecasting of asset bubbles and herding behavior
  • - New General Theory of Expectations
  • - Development of new Leading-Indicators of asset bubbles
  • - Modeling with interdisciplinary approaches such as econophysics

 

II. Current Issues In Finance: Financial Engineering, Financial Regulation, Rating, Behavioral Finance, Neuro-Finance, Risk Management

  • - Basel III
  • - Regulation and Design of Rating’s and Rating Agency
  • - High Frequency Trading (HFT)
  • - Development and pricing of financial derivatives with low pro-cyclicality
  • - Financial Transaction Tax

 


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