Dieter Wang

Biography

Dieter is a PhD candidate in financial econometrics at the Vrije Universiteit Amsterdam and the Tinbergen Institute, where he also obtained his MPhil degree. For his research on systemic risk, banking networks and time series econometrics, Dieter works in close collaboration with the Dutch central bank (DNB). His primary research interest lies in capturing the dynamics of spillover risk in financial networks, for which he uses state space modeling and supervisory bank data.

Selected publications