Link to CV
|
Welcome to my homepage!
I am an Assistant Professor in Finance at ESSEC Business School in Paris, and a Research Affiliate in Financial Economics at the CEPR (Centre for Economic Policy Research). Up to September 2018, I was at Queen Mary University of London, in the School of Economics and Finance. My research interests include theoretical and empirical Asset Pricing, and Financial Econometrics. Email: e.gourier@qmul.ac.uk |
Latest updates
My paper ''Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets'', with Chris Bardgett and Markus Leippold, is forthcoming in the Journal of Financial Economics.
My paper ''Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets'', with Chris Bardgett and Markus Leippold, is forthcoming in the Journal of Financial Economics.