Dieter Wang

PhD Candidate in Financial Econometrics
Vrije Universiteit Amsterdam and Tinbergen Institute

Financial Contagion · Network Econometrics · State-Space Models

"If social networks help explain contagion among people, shouldn't financial networks do the same for contagion among banks?"

This - in a nutshell - is the guiding question for my research. As a visiting researcher at De Nederlandsche Bank, I'm able to find answers to this crucial question with the help of detailed supervisory datasets. Since contagion is unobserved and inherently dynamic, I develop a new class of spatial state-space models (SpatialSSM) to extract policy-relevant signals of the network.

Seminars and Conferences

2017, International Finance and Banking Society Conference, Oxford
2017, 11th World Conference of the Spatial Econometrics Association, Singapore
2017, Amsterdam PhD Finance Seminar, Tinbergen Institute
2016, Econometrics Brown Bag Seminar, VU Amsterdam

Teaching

Graduate level

Financial Markets and Institutions, VU Amsterdam
Empirical Finance and Accounting (Stata), VU Amsterdam
Advanced Asset Management, Amsterdam Business School
Mathematics I, Tinbergen Institute
Introduction to Programming + LaTeX course (Matlab, Ox), Tinbergen Institute

Undergraduate level

Bachelor Thesis Supervision, VU Amsterdam
Finance I, VU Amsterdam
Quantitative Methods of Economics, Eberhard Karls Universität Tübingen
Intermediate Microeconomics, Eberhard Karls Universität Tübingen
Risk and Probability, Eberhard Karls Universität Tübingen
Mathematical Methods of Economics, Eberhard Karls Universität Tübingen

Honors and Awards

2015, DAAD Graduate Scholarship
2014, Tinbergen Institute Scholarship
2012, DAAD Full-Year Exchange Scholarship

Contact

Vrije Universiteit Amsterdam
Department of Finance
7A-47 De Boelelaan 1105
1081HV Amsterdam.

d.wang[at]vu.nl