News
- 16/Jun/2008: I presented my Duration Times Spread paper at the European Bond Commission's seminar on Risk Measurement Innovations
- 19/Nov/2007: This week I'll present my Duration Times Spread paper at Erasmus University.
- 10/Mar/2007: My Duration Times Spread paper has been accepted for publication in the Journal of Portfolio Management.
- 19/Oct/2004: The Links section has been updated with 10 new journals. The list now covers almost 60 journals.
- 19/Oct/2004: I've been invited to present the liquidity paper at the Erasmus Finance Day.
- 20/Apr/2004: The liquidity paper has been accepted for publication in The Journal of Banking and Finance.
- 12/Mar/2004: The liquidity paper has been updated.
- 22/Jan/2004: The step-up paper has been accepted for publication in The Journal of Derivatives. The article will appear in 2004.
- 14/Nov/2003: The default swap paper has been accepted for publication in the Journal of International Money and Finance. The article will appear in 2005.
- 29/Oct/2003: The liquidity paper has been updated.
- 03/Oct/2003: I succesfully defended my PhD thesis and received my PhD degree.
- 02/Jul/2003: The liquidity paper has been accepted for presentation at C.R.E.D.I.T. 2003 (Venice).
- 28/May/2003: I've completed my PhD thesis, entitled Empirical Studies on Credit Markets.
- 13/May/2003: The default swap paper has been accepted for presentation at the Forecasting Financial Markets 2003 conference (Paris).
- 13/May/2003: The liquidity paper has been accepted for presentation at the 2003 meeting of the European Finance Association (EFA, Glasgow).
- 02/May/2003: I've accepted a job as researcher at the Quantitative Research department of Robeco.
- 13/Feb/2003: The paper How to Measure Corporate Bond Liquidity? (formerly known as Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market) has been updated.
- 06/Feb/2003: The paper Valuing Euro Rating-Triggered Step-Up Telecom Bonds has been completed and is available for downloading.
- 12/Aug/2002: I've been invited to present my default swap paper at the T.N. Thiele symposium in Copenhagen.
- 24/Jun/2002: The default swap paper has been updated.
- 03/May/2002: The paper An Empirical Comparison of Default Swap Pricing Models has been accepted for presentation at the annual meetings of the European Financial Management Association (EFMA, to be held in London) and the European Finance Association (EFA, Berlin).
- 05/Mar/2001: The paper The Joint Estimation of Term Structures and Credit Spreads has been accepted for publication in the Journal of Empirical Finance.
- 11/Oct/1999: I've been granted the Prize for Economics and Computational Finance by the D.N. Chorafas Foundation for my Master's Thesis.
