The paper Predicting Volatility and Correlations with Financial Conditions Indexes (joint work with Dick van Dijk and Michel van der Wel) is accepted for publication in the Journal of Empirical Finance.

The paper Order flow and volatility: An empirical investigation (joint work with Nick Taylor, Michel van der Wel and Dick van Dijk) is accepted for publication in the Journal of Empirical Finance.

Tinbergen Institute appointed me as a Candidate Fellow