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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

  1. 2020
  2. SFS Cavalcade North America conference

    Ally Zhang (Invited speaker)

    25/05/202028/05/2020

    Activity: Participating in or organising an event typesParticipation in conference

  3. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/20205/01/2020

    Activity: Talk or presentation typesOral presentation

  4. AEA 2020

    Ally Zhang (Participant)

    2020

    Activity: Participating in or organising an event typesParticipation in conference

  5. 2019
  6. 34th European Economic Association Meeting

    Marwan Izzeldin (Speaker)

    27/08/201931/08/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

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

    Philipp Renner (Speaker)

    07/2019

    Activity: Participating in or organising an event typesParticipation in conference

  8. INFINITI Conference

    Marwan Izzeldin (Speaker)

    9/06/201911/06/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  9. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2019

    Activity: Participating in or organising an event typesParticipation in conference

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

    Mark Broughton Shackleton (Speaker), Jiali Yan (Speaker) & Yaqiong Yao (Speaker)

    17/05/2019

    Activity: Talk or presentation typesInvited talk

  11. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    13/05/201914/05/2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  12. Technometrics (Journal)

    Konstantinos Fokianos (Associate Editor)

    1/01/2019

    Activity: Publication peer-review and editorial work typesEditorial activity

  13. 11th French Econometrics Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  14. 12th Annual SoFiE Conference

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  15. 13th International Conference on Computational and Financial Econometrics

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  16. 13th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  17. 15th Conference on Financial and Macro Economics and Econometrics

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  18. 2019 Africa Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  19. 2019 Infiniti Conference

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  20. 34th Annual Congress of the European Economic Association

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  21. 3rd Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  22. 3rd Workshop on Macroeconomic and Financial Time Series Analysis

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  23. 6th Annual Conference of the International Association for Applied Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  24. 72nd European Meeting of the Econometric Society

    Rodrigo Hizmeri Canales (Speaker)

    2019 → …

    Activity: Participating in or organising an event typesParticipation in conference

  25. Annual Corporate Finance Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  26. Asian Meeting of the Econometric Society 2019

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  27. Asian Meeting of the Economic Society (AMES)

    Manh Pham (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  28. ASU Sonoran Winter Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  29. Brunel University School of Economics and Finance - Research Seminar

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  30. European Central Bank, DG/I-EXT Department Seminar

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  31. European Seminar on Bayesian Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  32. Finance, Labour and Inequality Conference

    Roberto Pinto (Participant)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  33. House Prices, Unaffordability and Systematic risk - 27th Annual Symposium on the SNDE

    Ivan Paya (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  34. International Association of Applied Econometrics

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  35. Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  36. Konsztanz-Lancaster-Manchester-Warwick Workshop on Quanatitative Finance and Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  37. Macroeconomics and time Series Analysis Workshop

    Roy Zilberman (Organiser)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  38. Mutual Funds, Hedge Funds and Factor Investing Conference

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  39. Nottingham University - Economics Department

    Stefano Soccorsi (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  40. RCEA Warsaw Money-Marco-Finance Conference

    Roy Zilberman (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  41. Royal Economics Society

    Mirela Miescu (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in conference

  42. Workshop in Financial Econometrics

    Sandra Nolte (Speaker)

    2019

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  43. 2018
  44. 43 Simposio de la Asociación Española de Economía

    Andrey Kalinyak (Speaker)

    13/12/201815/12/2018

    Activity: Talk or presentation typesOral presentation

  45. 12th International Conference on Computational and Financial Econometrics

    Kostas Vasilopoulos (Speaker)

    12/12/201816/12/2018

    Activity: Participating in or organising an event typesParticipation in conference

  46. The Economics of VAT and Taxation

    Marwan Izzeldin (Speaker)

    11/12/201813/12/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  47. 11th International Conference on Computational and Financial Econometrics

    Marwan Izzeldin (Speaker)

    12/2018

    Activity: Participating in or organising an event typesParticipation in conference

  48. Royal Society of New South Wales Forum

    James Morley (Speaker)

    29/11/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  49. Modelling Credit Rating Data Using STATA

    Marwan Izzeldin (Speaker)

    27/11/201829/11/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

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

    Mark Shackleton (Speaker), Yaqiong Yao (Speaker) & Jiali Yan (Speaker)

    14/11/2018

    Activity: Talk or presentation typesInvited talk

  51. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    6/11/20187/11/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  52. The Second Conference on CSR, the Economy and Financial Markets

    Jiali Yan (Speaker)

    1/11/20182/11/2018

    Activity: Participating in or organising an event typesParticipation in conference

  53. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    11/2018

    Activity: Participating in or organising an event typesParticipation in conference

  54. The 17th International Conference of the Japan Economic Policy Association

    James Morley (Speaker)

    26/10/201828/10/2018

    Activity: Participating in or organising an event typesParticipation in conference

  55. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/20184/10/2018

    Activity: Visiting an external institution typesVisiting an external academic institution

  56. Econometric Analysis Using E-Views for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    24/09/201830/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  57. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation typesInvited talk

  58. Financial Econometric Conference: Market Microstrucutre, Limit Order Books and Derivative Markets

    Marwan Izzeldin (Speaker)

    13/09/201814/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  59. Future of Index Investing Symposium

    Mark Shackleton (Speaker)

    12/09/2018

    Activity: Participating in or organising an event typesParticipation in conference

  60. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    11/09/201812/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  61. Quantitative Methods for Nigerian Bulk Electricity Trading

    Marwan Izzeldin (Speaker)

    1/09/20187/09/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  62. European Economic Association meeting

    Marwan Izzeldin (Speaker)

    18/08/201831/08/2018

    Activity: Participating in or organising an event typesParticipation in conference

  63. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/201821/07/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  64. Visiting Research Programme

    Marwan Izzeldin (Speaker)

    16/07/20183/08/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  65. House of Lords Invitation: Islamic Finance and its Importance in the 21st Century

    Marwan Izzeldin (Speaker)

    9/07/2018

    Activity: Participating in or organising an event typesParticipation in conference

  66. International Conference on Econometrics and Statistics

    Marwan Izzeldin (Speaker)

    19/06/201821/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  67. Society of Financial Econometrics conference, Lugano

    Stephen Taylor (Participant)

    11/06/201814/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  68. SoFiE 11th Annual Meeting in Lugano

    Stavroula Yfanti (Speaker)

    11/06/201814/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  69. Financial Engineering and Banking Society

    Marwan Izzeldin (Speaker)

    4/06/20186/06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  70. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2018

    Activity: Participating in or organising an event typesParticipation in conference

  71. Conference on Financial and Macro Economics and Econometrics

    Stavroula Yfanti (Participant)

    25/05/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  72. Workshop in Structural VAR models, Queen Mary University of London

    Stavroula Yfanti (Participant)

    23/05/201824/05/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  73. NWSSDTP Economics Conference 2018

    Andrey Kalinyak (Speaker)

    10/05/201811/05/2018

    Activity: Talk or presentation typesOral presentation

  74. High Frequency Econometrics Using Matlab

    Marwan Izzeldin (Speaker)

    25/04/201826/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  75. Frontiers of Factor Investing

    Marwan Izzeldin (Speaker)

    23/04/201824/04/2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  76. Organizer, Conference on Frontiers of Factor Investing

    Ingmar Nolte (Organiser)

    23/04/201824/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  77. International Symposium in Computational Economics and Finance

    Marwan Izzeldin (Speaker)

    12/04/201814/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  78. 4th International Conference on Applied Theory, Macro and Empirical Finance

    Marwan Izzeldin (Speaker)

    2/04/20183/04/2018

    Activity: Participating in or organising an event typesParticipation in conference

  79. RBA Policy Conference

    James Morley (Speaker)

    19/03/201820/03/2018

    Activity: Participating in or organising an event typesParticipation in conference

  80. AFA Ph.D. Poster Session at 2018 Annual Meeting

    Jiali Yan (Participant)

    4/01/20187/01/2018

    Activity: Participating in or organising an event typesParticipation in conference

  81. “Using market expectations to test for speculative bubbles in crude oil markets,” 26th Symposium of the SNDE

    Ivan Paya (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  82. 12th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  83. 12th International Workshop of Methods in International Finance

    Christos Argyropoulos (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  84. 2nd Course in High-Frequency Financial Econometrics using Matlab

    Rodrigo Hizmeri Canales (Lecturer)

    2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  85. 2nd Lancaster-Warwick (LaWa) Workshop on Financial Econometrics and Asset Pricing

    Rodrigo Hizmeri Canales (Speaker)

    2018 → …

    Activity: Participating in or organising an event typesParticipation in conference

  86. 4th International Conference on Accounting and Finance

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  87. 50th Annual Conference of the Money, Macro and Finance

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  88. 5th International Conference in Finance

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  89. American Finance Association

    Vikas Raman (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  90. Annual Bayesian Econometric Workshop

    Mirela Miescu (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  91. Annual Corporate Finance Conference

    Roberto Pinto (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  92. Asian Meeting of The Econometric Society

    Roy Zilberman (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  93. CEPR Second Annual Conference on Financial Economics at Imperial College

    Roberto Pinto (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  94. CFE

    Stefano Soccorsi (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  95. Computational and Financial Econometrics (CFE) (External organisation)

    Ivan Paya (Member)

    2018 → …

    Activity: Membership typesMember of an organisation

  96. Econometric Society Australasian Meeting

    Manh Pham (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  97. EEA - ESEM 2018

    Ally Zhang (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  98. Finance-Econometrics Workshops at CREATES

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  99. Financial Econometrics Conference: Market Micro-structure

    Sandra Nolte (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  100. Housing (Un)affordability and Systematic Risk - 12th International Conference on Computational and Financial Econometrics

    Ivan Paya (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  101. International Association for Applied Economertics

    Stefano Soccorsi (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

  102. International Monetary Fund, Research Departmental Divisional Seminar

    Mirela Miescu (Speaker)

    2018

    Activity: Participating in or organising an event typesParticipation in conference

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