I am Assistant Professor of Finance at the Université catholique de Louvain - Louvain School of Management and Faculty member at CORE within the Econometrics group.
Together with Jean-Yves Gnabo, Oscar Bernal and Annick Castiaux from the University of Namur, we obtained in September 2013 an ARC grant to explore Financial Complex Systems within the FiXS research group.

Prior to this position, I completed a PhD in Economics at the Université Paris Ouest and CREST-INSEE, for which I was awarded the Fondation Banque de France Prize for the Best PhD in Monetary, Financial and Banking Economics in 2011.

My research focuses on exchange rate and asset price dynamics, financial integration process and its macro implications, systemic risk and the modeling of interconnections in financial markets.
To address those issues, I rely on financial econometrics methods.

So far, my work has been published in peer-reviewed journals such as the Review of International Economics, Applied Economics, Economic Modelling, the Scottish Journal of Political Economy, the World Economy, etc.

For more details, see my vita.