Biography
Erik Kole is an associate professor at the Econometric Institute of ´óÏó´«Ã½. His research interests include asset pricing, risk management and financial econometrics, with a focus on crises and crashes in financial markets. He has published his research in international academic journals, like the Journal of Econometrics, Journal of Applied Econometrics, Journal of Financial Econometrics and the Journal of Banking and Finance. Professor Kole teaches in the Quantitative Finance program of the MSc Econometrics and Management Science. He is academic director of the Dutch and International bachelors in Econometrics and Operations Research. He was a visiting scholar in the department of Economics of Pompeu Fabra University in Barcelona in 2019. He obtained his PhD in 2006 from the Rotterdam School of Managament.
More information
Work
- Erik Kole & Dick van Dijk (2021) - - doi:
- Terri van der Zwan, Erik Kole & Michel van der Wel (2024) - - Journal of International Money and Finance, 143 - doi: -
- Sander Barendse, Erik Kole & Dick van Dijk (2023) - - Journal of Financial Econometrics, 21 (2), 528-568 - doi: -
- Bart Keijsers, Bart Diris & Erik Kole (2018) - - Journal of Applied Econometrics, 33 (4), 533-552 - doi: -
- Erik Kole, TD (Thijs) Markwat, A (Anne) Opschoor & Dick van Dijk (2017) - - Journal of Financial Econometrics, 15 (4), 649-677 - doi: -
- Erik Kole (2013) - PhD supervision (co-promotor) Bart Keijsers (Examiner)
Activity: Examination › Academic - Erik Kole (2013) - PhD supervision (co-promotor) Sander Barendse (Examiner)
Activity: Examination › Academic - Erik Kole (2012) - Erasmus School of Economics (ESE) (External organisation) (Member)
Activity: Membership of committee › Academic - Erik Kole (2012) - PhD supervision (co-promotor) Francine Gresnigt (Examiner)
Activity: Examination › Academic - Erik Kole (2006) - PhD supervision (co-promotor) Thijs Markwat (Examiner)
Activity: Examination › Academic
- Year
- 2024
- Course Code
- FEB63007H
- Year
- 2024
- Course Code
- FEB63008H
- Year
- 2024
- Course Code
- FEB23200X
- Year
- 2024
- Course Code
- FEM11008
- Year
- 2024
- Course Code
- FEB62007
- Year
- 2024
- Course Code
- FEB63019X
- Year
- 2024
- Course Code
- FEB23200
- Year
- 2024
- Course Code
- FEB24100
- Year
- 2024
- Course Code
- FEM21003
