Contact Information
202-452-2953
dobrislav.p.dobrev@frb.gov

Fields of Interest
Financial Markets
Econometrics and Statistics
Risk Management

Education
Ph.D., Finance, Northwestern University, 2007
M.Sc., Applied Mathematics (Mathematical Economics), Sofia University, 1998

Professional Experience
Board of Governors of the Federal Reserve System, 2007-present
Head of Risk Analysis, Bulgarian National Bank, 2000-2001
Member of the Investment Committee, Bulgarian National Bank, 1999-2001
Risk Analyst / Senior Risk Analyst, Bulgarian National Bank, 1998-2000

Selected Publications

• ''No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models Subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications'' (with Torben G. Andersen and Tim Bollerslev), Journal of Econometrics, vol. 138 (May 2007), pp. 125-180.
• ''The Currency Board in Bulgaria: Design, Peculiarities and Management of Foreign Exchange Cover,'' Bulgarian National Bank Discussion Paper Series, No 9 (August 1999), pp. 1-52.