Erik Kole

Dr. Erik Kole is an Associate Professor at the Econometric Institute of Erasmus University Rotterdam's School of Economics. He specializes in financial econometrics with research focusing on asset pricing, risk management, and market crises. Kole obtained his PhD from Rotterdam School of Management in 2006 and has been a visiting scholar at Pompeu Fabra University.

His research explores financial market dynamics including contagion effects, crash prediction models, and risk measurement techniques. Recent investigations cover ECB policy impacts and Markov-switching VAR models.

Awards include the 2015 Top Lecturer Award for developing the MOOC "Econometrics: Methods and Applications", a VENI grant from NWO (€208,000), and multiple Europlace Institute research grants. He currently advises doctoral student Terri van der Zwan.