Research Areas

The VGSF faculty research expertise spans the broad areas of:

• Corporate Finance
• Asset Pricing
• Financial Intermediation
• Market Microstructure
• Banking and Credit Risk
• Insurance Economics

Our current research interests focus on two main areas. In the area of asset pricing, liquidity and market microstructure, we study the impact of market frictions on liquidity and price determination, and the implications for corporate finance. In the research area of financial intermediation and banking supervision; we focus on market failures, financial crises and the role of supervision.