Working Papers

–°orporate Bond Price Reversals [new version]

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Transaction costs and capacity of systematic corporate bond strategies


(In)frequently Traded Corporate Bonds

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Credit Spreads, Daily Business Cycle, and Corporate Bond Returns Predictability

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Leverage Constraints, Macroeconomic Shocks, and Credit Spreads: a General Equilibrium Approach



I am teaching the following courses at VU Amsterdam:

  • Financial Markets and Institutions, 2020-present

I was a teaching assistant for these courses at the Univeristy of Lausanne:

  • Asset Pricing and Long-Term Portfolio Management (instructor: Johan Walden), 2019-2020
  • Fixed Income and Credit Risk (instructor: Michael Rockinger), 2019-2020
  • Fixed Income and Credit Risk (instructor: Artem Neklyudov), 2017-2018
  • Corporate Finance (instructor: Emanuele Tarantino), 2015-2016
  • Advanced Derivatives (instructor: Michael Rockinger), 2015-2017

I also lectured the following courses at the Higher School of Economics (Moscow):

  • Topics in International Finance (Master’s program), 2014-2019