Jan Gab­ri­el Roth

Research focus

My research centers on market microstructure and examines how trading, liquidity, and price formation occur in modern financial markets. By analyzing high-frequency data from interest rate swaps and other fixed-income markets, I aim to uncover how trading costs, liquidity, and resilience evolve in real time.  

Why it matters

These insights are critical because liquid and transparent markets are the backbone of a stable economy. My work helps regulators, policymakers, and market participants to better understand how markets behave under stress, how market structure shifts alter trading, and how we can design structures that support financial stability.  

Vision and approach

I am driven by the ambition to bridge advanced financial econometrics with real-world challenges. By studying the details of market functioning, I seek to provide knowledge that strengthens trust in financial systems and ensures they can support growth and stability in a rapidly changing world.