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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2025

  2. Lancaster Workshop on Empirical and Theoretical Macoeconomics

    Soccorsi, S. (Organiser)

    14/03/2025 → 15/03/2025

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  3. 2024

  4. NBER-NSF Time Series Conference 2024

    Yu, S. (Speaker)

    20/09/2024 → 21/09/2024

    Activity: Participating in or organising an event types › Participation in conference - Academic

  5. 1st Conference on "Econometrics with Data Science"

    Yu, S. (Invited speaker)

    16/09/2024

    Activity: Participating in or organising an event types › Participation in conference - Academic

  6. Finance, Labor, and Inequality

    Pinto, R. (Speaker)

    21/06/2024 → 22/06/2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  7. 16th Society for Financial Econometrics Annual Conference

    Yu, S. (Speaker)

    13/06/2024 → 16/06/2024

    Activity: Participating in or organising an event types › Participation in conference - Academic

  8. 2024 Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Financial Technology

    Nolte, I. (Organiser)

    13/05/2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  9. Joint Spring Conference 2024 – Structural Changes and the Implications for Inflation

    Rossi, L. (Invited speaker)

    7/05/2024 → 8/05/2024

    Activity: Participating in or organising an event types › Participation in conference - Public

  10. Spring School on: Inference in Macro models. From Big data to Structural VAR

    Rossi, L. (Organiser)

    29/04/2024 → 3/05/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  11. ETM - Lancaster 2024, Workshop on Empirical and Theoretical Macroeconomics

    Rossi, L. (Organiser)

    25/04/2024 → 26/04/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  12. 4th Frontiers of Factor Investing 2024

    Wang, G. (Organiser)

    24/04/2024

    Activity: Participating in or organising an event types › Participation in conference - Public

  13. Organizer, 4th Frontiers of Factor Investing Conference

    Lohre, H. (Organiser)

    24/04/2024 → 26/04/2024

    Activity: Participating in or organising an event types › Participation in conference - Academic

  14. Organizer, 4th Frontiers of Factor Investing Conference

    Nolte, I. (Organiser) & Nolte, S. (Organiser)

    24/04/2024 → 26/04/2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  15. Virtual Workshop for Junior Researchers in Time Series

    Yu, S. (Speaker)

    18/04/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  16. Nonlinearities with de-anchored inflation expectations. Invited Speaker at the seminar series of the Bank of Italy

    Rossi, L. (Invited speaker)

    8/04/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  17. Midwest Finance Association (MFA)

    Pinto, R. (Speaker)

    7/03/2024 → 10/03/2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  18. Using Blogs and Social Media for Scholarship in Management Education

    Ryder, M. (Speaker), Carter, J. (Participant), Francis, L. (Participant), Newton, R. (Participant), Ralph, N. (Participant), Rolls, H. (Participant) & Bai, Y. (Participant)

    22/02/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  19. University of York Seminar Series

    Rossi, L. (Invited speaker)

    14/02/2024

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  20. Annual Congress of the European Accounting Association

    Pinto, R. (Contributor)

    2024

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  21. WU Vienna University of Economics and Business - Brown Bag seminar

    Pinto, R. (Speaker)

    2024

    Activity: Talk or presentation types › Invited talk

  22. 2023

  23. 17th International Conference on Computational and Financial Econometrics

    Yu, S. (Invited speaker)

    16/12/2023 → 18/12/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  24. 3rd International Econometrics PhD Conference

    Yu, S. (Speaker)

    20/11/2023 → 21/11/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  25. CMA - Durham Workshop on: “Innovation, business dynamism and market power

    Rossi, L. (Invited speaker)

    6/11/2023 → 7/11/2023

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  26. CFCM SeminarUniversity of Nottingham

    Rossi, L. (Speaker)

    19/10/2023

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  27. LUMS-Bloomberg Roundtable on ESG and Climate Risk Measurement

    Wang, G. (Organiser)

    14/09/2023

    Activity: Participating in or organising an event types › Symposium

  28. 6th International Conference on Econometrics and Statistics

    Yu, S. (Invited speaker)

    1/08/2023 → 3/08/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  29. Asian Meeting of the Econometric Society in East and Southeast Asia 2023

    Yu, S. (Speaker)

    28/07/2023 → 30/07/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  30. Asian Meeting of the Econometric Society in China 2023

    Yu, S. (Speaker)

    30/06/2023 → 2/07/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  31. Western Finance Association Meeting

    Pinto, R. (Speaker)

    23/06/2023 → 28/06/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  32. Workshop on EXPECTATIONS IN DYNAMIC MACROECONOMIC MODELS, during the BSE Summer Forum - Barcelona.

    Rossi, L. (Speaker)

    19/06/2023 → 20/06/2023

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  33. 5th Quantitative Finance and Financial Econometrics International Conference

    Yu, S. (Speaker)

    8/06/2023 → 9/06/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  34. Financial Intermediation ResearchSociety (FIRS)

    Pinto, R. (Presenter)

    2/06/2023 → 4/06/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  35. Theory and Methods in Macroeconomics Conference

    Rossi, L. (Invited speaker)

    1/06/2023 → 2/06/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  36. Lancaster-Manchester Joint PhD Workshop on Quantitative Finance and Financial Econometrics

    Nolte, I. (Organiser)

    24/05/2023 → 25/05/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  37. Aarhus University

    Yu, S. (Visiting researcher)

    1/05/2023 → 30/06/2023

    Activity: Business or School/HEI Engagement › Visiting an external academic institution

  38. Lancaster University

    Yu, S. (Speaker)

    28/04/2023

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  39. 25th Dynamic Econometrics Conference

    Yu, S. (Speaker)

    13/04/2023 → 14/04/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  40. Financial Econometrics Conference to mark Stephen Taylor's retirement

    Yu, S. (Presenter)

    29/03/2023 → 31/03/2023

    Activity: Participating in or organising an event types › Participation in conference - Academic

  41. Financial Econometrics Conference to mark Stephen Taylor's retirement

    Nolte, I. (Organiser)

    29/03/2023 → 31/03/2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  42. EUROFIDAI-ESSEC Paris December Finance Meeting

    Pinto, R. (Contributor)

    2023

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  43. University of California San Diego - Brown Bag Seminar

    Pinto, R. (Invited speaker)

    2023

    Activity: Talk or presentation types › Invited talk

  44. University of Vienna - Brown Bag Seminar

    Pinto, R. (Invited speaker)

    2023

    Activity: Talk or presentation types › Invited talk

  45. 2022

  46. Organizer, 3rd Frontiers of Factor Investing Conference

    Lohre, H. (Organiser)

    15/09/2022 → 16/09/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  47. Organizer, 3rd Frontiers of Factor Investing Conference

    Nolte, I. (Organiser)

    15/09/2022 → 16/09/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  48. Italian Economic Journal (Journal)

    Rossi, L. (Associate Editor)

    1/09/2022 → …

    Activity: Publication peer-review and editorial work types › Editorial activity

  49. European Finance Association (EFA)

    Pinto, R. (Presenter)

    24/08/2022 → 27/08/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  50. Econometric Society Australasia Meeting 2022

    Yu, S. (Speaker)

    6/07/2022 → 8/07/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  51. Asian Finance Association 2022 Annual Conference

    Yu, S. (Speaker)

    27/06/2022 → 29/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  52. Organizer, Volatility, Jumps and Bursts Workshop

    Nolte, I. (Organiser)

    27/06/2022 → 28/06/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  53. Workshop on "Volatility, Jumps and Bursts"

    Yu, S. (Speaker)

    27/06/2022 → 28/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  54. 14th Society for Financial Econometrics Annual Conference

    Yu, S. (Speaker)

    24/06/2022 → 27/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  55. Asian Meeting of the Econometric Society in China 2022

    Yu, S. (Speaker)

    22/06/2022 → 24/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  56. International Association for Applied Econometrics 2022 Annual Conference

    Yu, S. (Speaker)

    21/06/2022 → 24/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  57. Finance, Labor, and Inequality

    Pinto, R. (Speaker)

    17/06/2022 → 18/06/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  58. 4th Quantitative Finance and Financial Econometrics International Conference

    Yu, S. (Speaker)

    16/06/2022 → 17/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  59. 5th International Conference on Econometrics and Statistics

    Yu, S. (Invited speaker)

    4/06/2022 → 6/06/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  60. Economics of Financial Technology Conference

    Yu, S. (Speaker)

    11/05/2022 → 13/05/2022

    Activity: Participating in or organising an event types › Participation in conference - Academic

  61. Organizer, Conference on Intrinsic Time in Finance

    Nolte, I. (Organiser)

    6/05/2022 → 7/05/2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  62. Lancaster University

    Yu, S. (Speaker)

    23/02/2022

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  63. Arizona State University - W. P. Carey School of Business - Brown Bag Seminar

    Pinto, R. (Speaker)

    2022

    Activity: Talk or presentation types › Invited talk

  64. Bridging Theory and Empirical Research in Finance

    Pinto, R. (Contributor)

    2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  65. China International Conference in Finance

    Pinto, R. (Contributor)

    2022

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  66. KU Leuven - Brown Bag Seminar

    Pinto, R. (Invited speaker)

    2022

    Activity: Talk or presentation types › Invited talk

  67. University of Oregon - Lundquist College of Business - Research Seminar

    Pinto, R. (Invited speaker)

    2022

    Activity: Talk or presentation types › Invited talk

  68. University of York - Schulich School of Business - Brown Bag Seminar

    Pinto, R. (Invited speaker)

    2022

    Activity: Talk or presentation types › Invited talk

  69. 2021

  70. 15th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    18/12/2021 → 20/12/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  71. University of Freiburg

    Yu, S. (Invited speaker)

    19/07/2021

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  72. 6th KoLaMaFr - Workshop on Financial Econometrics

    Nolte, I. (Organiser)

    21/06/2021 → 22/06/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  73. Organizer, Econometrics of Option Markets Workshop

    Nolte, I. (Organiser)

    19/04/2021 → 21/04/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  74. Organizer, 2nd Frontiers of Factor Investing Virtual Conference

    Nolte, I. (Organiser)

    28/01/2021 → 29/01/2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  75. Northern Finance Association Meeting

    Pinto, R. (Contributor)

    2021

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  76. University of Naples Federico II - Brown Bag Seminar

    Pinto, R. (Invited speaker)

    2021

    Activity: Talk or presentation types › Invited talk

  77. 2020

  78. 14th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    19/12/2020 → 21/12/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  79. European Finance Association meeting

    Pinto, R. (Presenter)

    20/08/2020 → 21/08/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  80. SFS Cavalcade North America conference

    Zhang, A. (Invited speaker)

    25/05/2020 → 28/05/2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  81. 2020 North American Winter Meeting of the Econometric Society

    Zhang, A. (Invited speaker)

    2/01/2020 → 5/01/2020

    Activity: Talk or presentation types › Oral presentation

  82. AEA 2020

    Zhang, A. (Participant)

    2020

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  83. WU Vienna University of Economics and Business - Brown Bag seminar

    Pinto, R. (Invited speaker)

    2020

    Activity: Talk or presentation types › Invited talk

  84. 2019

  85. 13th International Conference on Computational and Financial Econometrics

    Hizmeri Canales, R. (Speaker)

    14/12/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  86. 13th International Conference on Computational and Financial Econometrics

    Nolte, I. (Member of programme committee)

    14/12/2019 → 16/12/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  87. 34th European Economic Association Meeting

    Izzeldin, M. (Speaker)

    27/08/2019 → 31/08/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  88. 34th Annual Congress of the European Economic Association

    Hizmeri Canales, R. (Speaker)

    26/08/2019 → 30/08/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  89. 72nd European Meeting of the Econometric Society

    Hizmeri Canales, R. (Speaker)

    26/08/2019 → 30/08/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  90. ”Machine learning for dynamic incentive problems“ - NBER Conference

    Renner, P. (Speaker)

    07/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  91. 6th Annual Conference of the International Association for Applied Econometrics

    Hizmeri Canales, R. (Speaker)

    19/06/2019 → 28/06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  92. INFINITI Conference

    Izzeldin, M. (Speaker)

    9/06/2019 → 11/06/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  93. Organizer, Mutual Funds, Hedge Funds and Factor Investing

    Nolte, I. (Organiser)

    3/06/2019 → 4/06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  94. ”Machine learning for dynamic incentive problems“

    Renner, P. (Speaker)

    06/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  95. What drives a firm's ES performance? Evidence from stock returns

    Shackleton, M. B. (Speaker), Yan, J. (Speaker) & Yao, Y. (Speaker)

    17/05/2019

    Activity: Talk or presentation types › Invited talk

  96. High Frequency Econometrics Using Matlab

    Izzeldin, M. (Speaker)

    13/05/2019 → 14/05/2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  97. FMA - 2019 Consortium on Factor Investing

    Nolte, I. (Organiser)

    4/02/2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  98. Technometrics (Journal)

    Fokianos, K. (Associate Editor)

    1/01/2019

    Activity: Publication peer-review and editorial work types › Editorial activity

  99. 11th French Econometrics Conference

    Pham, M. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  100. 12th Annual SoFiE Conference

    Pham, M. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  101. 13th International Conference on Computational and Financial Econometrics

    Pham, M. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  102. 15th Conference on Financial and Macro Economics and Econometrics

    Miescu, M. (Invited speaker)

    2019

    Activity: Talk or presentation types › Invited talk

  103. 2019 Africa Meeting of the Econometric Society

    Hizmeri Canales, R. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  104. 2019 Infiniti Conference

    Hizmeri Canales, R. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  105. 3rd Course in High-Frequency Financial Econometrics using Matlab

    Hizmeri Canales, R. (Lecturer)

    2019

    Activity: Participating in or organising an event types › Participation in workshop, seminar, course

  106. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Nolte, S. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

  107. Annual Corporate Finance Conference

    Pinto, R. (Speaker)

    2019

    Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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