Working Papers

–°orporate Bond Price Reversals


(In)frequently Traded Corporate Bonds

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

Details PDF Slides Poster

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

Details Slides


Portfolio strategies for the Russian equity market

Shiny application presenting long parts of SMB, HML, Momentum, and Reversal portfolios for Russian stocks

Russian Daily Business Cycle Index

Shiny application to communicate Russian daily business cycle index and GDP nowcast.

Russian Ruble Behavioral Equilibrium Exchange Rate

Shiny application to estimate RUB equilibrium exchange rate.

Russian Monetary Model

Shiny application to forecast Russian monetary indicators and the FX rate.

Short-term oil price forecasting with forecast ensembles

Shiny application to forecast WTI prices 1 to 12 months ahead.


I have been a teaching assistant for the following courses at the Univeristy of Lausanne:

  • Asset Pricing and Long-Term Portfolio Management (instructor: Johan Walden), 2019-now
  • Fixed Income and Credit Risk (instructor: Michael Rockinger), 2019-now
  • 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 have also lectured the following courses at the Higher School of Economics (Moscow):

  • Topics in International Finance (Master’s program), 2014-2017