Michel van der Wel is associate professor at the Econometric Institute of the Erasmus University Rotterdam. He teaches in the Bachelor program of Econometrics and Management Science, the MSc program specializing in Quantitative Finance, and the MPhil program of the Erasmus Research Institute of Management. The course topics include (Applied) Econometrics and Financial Derivatives. His main research areas are financial econometrics, time series econometrics and the macro-finance interaction. His work has been published in journals in the fields of econometrics, economics and finance.


Econometrics: Methods and Applications