About me

Lerby Ergun

This website is primarily meant to expose my academic and professional endeavors. My undergraduate studies have taken place mainly at the Vrije Universiteit in Amsterdam. I obtained a Bachelors in Business Administration and a Bachelors in Economics. For my Masters I studied Finance and Economics. While writing my Master thesis in Finance I sat for 5 months in the library of the Rijksmuseum going through auction archives. I compiled information pertaining to resold paintings in the Dutch Market to write about Investing in the Dutch Art market. My Master thesis received a prize at the Dutch Ministry of Finance. In 2008 I received a Mozaiek PhD grant from the Netherlands Organization for Scientific Research (NWO). After recieving the Mozaiek grant I continued toward my graduate studies at the Tinbergen Institute. During December 2015, under the supervision of Professor Casper G. de Vries, I finished my PhD at the Erasmus University in Rotterdam. My PhD Thesis mainly focuses on, but is not exclusive to, studying the extreme behavior of financial markets.

Presently, I am a senior economist at the Bank of Canada. At the Bank of Canada my research focusses on empirical research in financial markets. I currently research the information flows in over-the-counter markets via a unique rich data set provided via "Markit". In further ongoing research I study the effect of monetary policy on the market quality in bond markets via the securities lending market. For a more extended overview of my working papers and work in progress I refer you to my resume or the "Research" section.

I am currently afficiliated with the Bank of Canada.

Lerby Ergun