I am currently an Assistant Professor at the University of Amsterdam, after getting my PhD at Erasmus University Rotterdam. My primary research area is applied time series econometrics. My research interests include financial econometrics and Bayesian econometrics. I have applied these methods to credit risk, asset allocation and forecasting macroeconomic data. My work has been published at the Journal of Applied Econometrics.
List of publications
Keijsers, B.J.L., Diris, B.F. and Kole, H.J.W.G. (2018). Cyclicality in Losses on Bank Loans Journal of Applied Econometrics, 33(4):533--552.