Link to CV
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Welcome to my homepage!
I am an Assistant Professor in Finance. I just moved from Queen Mary University of London to join ESSEC Business School in Paris. I am also a Research Affiliate in Financial Economics at the CEPR (Centre for Economic Policy Research). My research interests include theoretical and empirical Asset Pricing, and Financial Econometrics. Email: elise.gourier@essec.edu |
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.