Essays on systemic risk and financial market volatility

My research interests lie primarily within the field of financial risk management and financial markets, especially systemic risk, credit risk, financial stability and risk spillover and contagion. My main research area is systemric risk on the financial market; specifically measuring systemic risk in different settings and it is also the main topic of my PhD dissertation. My first paper studies systemic risk and networks in the loan syndication market and my second paper studies systemic risk from an asset pricing perspective. My future research plans involve continuing to work with topics related to systemic risk and financial stability.

Supervisor: Anders Vilhelmsson