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Welcome to my homepage!
I am a Lecturer (Assistant Professor) in Finance at Queen Mary University of London, and 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: e.gourier@qmul.ac.uk Office address: Queen Mary University of London (room 510) School of Economics and Finance Mile End Road London E1 4NS UK |
Latest updates
My paper ''Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets'', with Chris Bardgett and Markus Leippold, just got a second round of R&R at 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, just got a second round of R&R at the Journal of Financial Economics.
