Postdoctoral researcher at the SFI@EPFL
Postal: SFI @ EPFL, Quartier UNIL-Dorigny, Extranef 248, 1015 Lausanne, Switzerland
Michael Tseng completed his PhD in Economics at Simon Fraser University, Canada, and PhD in Mathematics at Penn State University, USA.
Michael’s research interests currently include asset pricing, market microstructure, and time series econometrics.
“Wait and See” Monetary Policy
(With Xiaowen Lei), Macroeonomic Dynamics, forthcoming.
Price Impact and Bursts in Liquidity Provision
(With Jakub Rojcek, Soheil Mahmoodzadeh, and Ramazan Gencay), Quantitative Finance , conditional accept.
Estimation of a Time-Varying Parameter with Arbitrary Structural Breaks
(With Ramazan Gencay), Working Paper (SSRN).