Welcome

Since August 2022 I am a visiting Associate Professor at the Finance Department of the BI Norwegian Business School in Oslo.

Before joining BI, I was a Postdoc at the University of Zurich, where I earned my PhD in 2017. In 2019 I held a visiting researcher position at the Deutsche Bundesbank. I have a master degree in Banking and Finance from the University of Zurich that I partly completed at the Ohio State University, Fisher College.

My research interests focus on central banking and its interrelation with financial markets and institutions, the financial architecture of money, financial econometrics, fixed income analysis and pricing, as well as on corporate finance in general.

My most recent research, joint with Kjell Nyborg, measures a reserves-convertibility premium inherrent in the term structure of interest rates. The paper shows that convertibility of a security into central-bank money is priced in the market, in particular at the short- to mid-range of the term structure with the effects tapering off at the long end.

Here you can find the paper that I’ve used on the job market and my other research

References:
Kjell G. Nyborg, University of Zurich & Swiss Finance Institute
Falko Fecht, Frankfurt School of Finance & Management
Jörg Rocholl, ESMT Berlin