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Dobrislav Dobrev
Research Economist, Federal Reserve Board, Washington, USA
Host(s)
Visiting from
-
Room number
tbc
Email
dobrislav.p.dobrev@frb.gov
JI Research Theme
Research Interests
High-frequency volatility, jumps, and co-movements
Financial risk measurement and forecasting
Biography
Dr Dobrev holds a PhD in Finance from Northwestern University’s Kellogg School of Management and an MSc in Applied Mathematics from Sofia University, Bulgaria.
He won the 2007 Chookaszian Prize in Risk Management as well as the 2015 Special Achievement Award from the Board of Governors of the Federal Reserve System for his contributions to the high-frequency data analysis in the Joint Staff Report on the October 15, 2014 flash rally in U.S. Treasury markets.
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