I am a senior economist at the Bank of Canada. At the Bank of Canada my research focusses on empirical research in financial markets.
I specifically concentrate on studying extreme events through extreme value theory (EVT). Furthermore, I focus on the information structure of OTC markets. In further
ongoing research I study the effect of monetary policy on the market quality in bond markets via the securities lending market.
For a more extended overview of my working papers and work in progress I refer you to the research section or my resume
here (CV).
I am currently affiliated with the Bank of Canada and to the LSE/Systemic Risk Centre (SRC).
Contact
Bank of Canada
Financial Markets Department
234 Wellington Street
K1A 0G9, Ottawa, Ontario, Canada
Email: lerbyergun[AT]gmail.com