cv24_0.pdf
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… (UM) 1991 – 1993 Associate Professor at UM 1984 – 1990 Assistant Professor at Erasmus University Rotterdam 1981 – 1984 Research and Teaching Assistant at Erasmus University 1980 – 1981 Research Assistant at the Netherlands Economic Institute VISITING POSITIONS Jan – June 2018 Visiting professor at the Swedish House of Finance, Stockholm School of Economics Aug 2008 – June 2009 “Hans Dalborg” professor at the Swedish Institute for Financial Research (SIFR), Stockholm School of Economics … ACTIVITIES Member of Netspar editorial board, since 2008 Conference organisation: ESOBE (European Seminar on Bayesian Econometrics) annual conference, Maastricht, 25- 27 Oct 2017, co-chair (with Nalan Baştürk) Netspar international pension workshop, Leiden, Jan 27-29 2016 and Jan 18-20 2017, co- chair (with Marike Knoef) Netspar pension workshops, Maastricht (2012, 2010, 2006) Netspar-SIFR conference on Pension Plans and Product Design, Stockholm, June 8-9, 2009 (with Magnus Dahlquist … of Dutch mortgages, Statistica Neerlandica 61, 137-155, 2007 (with Bart Kuijpers) Non-synchronous trading and testing for market integration in Central European emerging markets, Journal of Empirical Finance 13, 462-494, 2006 (with Ania Zalewska) Nonlinear dynamics in Nasdaq dealer quotes, Computational Statistics and Data Analysis 51, 2246- 2266, 2006 (with Bart Frijns) Direct estimation of the risk neutral factor dynamics of affine term structure models, Journal of Econometrics 117, 179-206, …