Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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2024
2024 Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Financial Technology
Ingmar Nolte (Organiser)
13/05/2024
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Joint Spring Conference 2024 – Structural Changes and the Implications for Inflation
Lorenza Rossi (Invited speaker)
7/05/2024 → 8/05/2024
Activity: Participating in or organising an event types › Participation in conference - Public
Spring School on: Inference in Macro models. From Big data to Structural VAR
Lorenza Rossi (Organiser)
29/04/2024 → 3/05/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
ETM - Lancaster 2024, Workshop on Empirical and Theoretical Macroeconomics
Lorenza Rossi (Organiser)
25/04/2024 → 26/04/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Organizer, 4th Frontiers of Factor Investing Conference
Ingmar Nolte (Organiser) & Sandra Nolte (Organiser)
24/04/2024 → 26/04/2024
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Virtual Workshop for Junior Researchers in Time Series
Shifan Yu (Speaker)
18/04/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Nonlinearities with de-anchored inflation expectations. Invited Speaker at the seminar series of the Bank of Italy
Lorenza Rossi (Invited speaker)
8/04/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Using Blogs and Social Media for Scholarship in Management Education
Mike Ryder (Speaker), Jennifer Carter (Participant), Lee Francis (Participant), Radka Newton (Participant), Neil Ralph (Participant), Harry Rolls (Participant) & Yuting Bai (Participant)
22/02/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
University of York Seminar Series
Lorenza Rossi (Invited speaker)
14/02/2024
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
2023
17th International Conference on Computational and Financial Econometrics
Shifan Yu (Invited speaker)
16/12/2023 → 18/12/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
3rd International Econometrics PhD Conference
Shifan Yu (Speaker)
20/11/2023 → 21/11/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
CMA - Durham Workshop on: “Innovation, business dynamism and market power
Lorenza Rossi (Invited speaker)
6/11/2023 → 7/11/2023
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
CFCM SeminarUniversity of Nottingham
Lorenza Rossi (Speaker)
19/10/2023
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
6th International Conference on Econometrics and Statistics
Shifan Yu (Invited speaker)
1/08/2023 → 3/08/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Meeting of the Econometric Society in East and Southeast Asia 2023
Shifan Yu (Speaker)
28/07/2023 → 30/07/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Meeting of the Econometric Society in China 2023
Shifan Yu (Speaker)
30/06/2023 → 2/07/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Workshop on EXPECTATIONS IN DYNAMIC MACROECONOMIC MODELS, during the BSE Summer Forum - Barcelona.
Lorenza Rossi (Speaker)
19/06/2023 → 20/06/2023
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
5th Quantitative Finance and Financial Econometrics International Conference
Shifan Yu (Speaker)
8/06/2023 → 9/06/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Theory and Methods in Macroeconomics Conference
Lorenza Rossi (Invited speaker)
1/06/2023 → 2/06/2023
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Lancaster-Manchester Joint PhD Workshop on Quantitative Finance and Financial Econometrics
Ingmar Nolte (Organiser)
24/05/2023 → 25/05/2023
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Aarhus University
Shifan Yu (Visiting researcher)
1/05/2023 → 30/06/2023
Activity: Visiting an external institution types › Visiting an external academic institution
Lancaster University
Shifan Yu (Speaker)
28/04/2023
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
25th Dynamic Econometrics Conference
Shifan Yu (Speaker)
13/04/2023 → 14/04/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Financial Econometrics Conference to mark Stephen Taylor's retirement
Shifan Yu (Presenter)
29/03/2023 → 31/03/2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Financial Econometrics Conference to mark Stephen Taylor's retirement
Ingmar Nolte (Organiser)
29/03/2023 → 31/03/2023
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
2022
Organizer, 3rd Frontiers of Factor Investing Conference
Harald Lohre (Organiser)
15/09/2022 → 16/09/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Organizer, 3rd Frontiers of Factor Investing Conference
Ingmar Nolte (Organiser)
15/09/2022 → 16/09/2022
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Italian Economic Journal (Journal)
Lorenza Rossi (Associate Editor)
1/09/2022 → …
Activity: Publication peer-review and editorial work types › Editorial activity
Econometric Society Australasia Meeting 2022
Shifan Yu (Speaker)
6/07/2022 → 8/07/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Finance Association 2022 Annual Conference
Shifan Yu (Speaker)
27/06/2022 → 29/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Organizer, Volatility, Jumps and Bursts Workshop
Ingmar Nolte (Organiser)
27/06/2022 → 28/06/2022
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Workshop on "Volatility, Jumps and Bursts"
Shifan Yu (Speaker)
27/06/2022 → 28/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
14th Society for Financial Econometrics Annual Conference
Shifan Yu (Speaker)
24/06/2022 → 27/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Meeting of the Econometric Society in China 2022
Shifan Yu (Speaker)
22/06/2022 → 24/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
International Association for Applied Econometrics 2022 Annual Conference
Shifan Yu (Speaker)
21/06/2022 → 24/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
4th Quantitative Finance and Financial Econometrics International Conference
Shifan Yu (Speaker)
16/06/2022 → 17/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
5th International Conference on Econometrics and Statistics
Shifan Yu (Invited speaker)
4/06/2022 → 6/06/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Economics of Financial Technology Conference
Shifan Yu (Speaker)
11/05/2022 → 13/05/2022
Activity: Participating in or organising an event types › Participation in conference - Academic
Organizer, Conference on Intrinsic Time in Finance
Ingmar Nolte (Organiser)
6/05/2022 → 7/05/2022
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Lancaster University
Shifan Yu (Speaker)
23/02/2022
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
2021
15th International Conference on Computational and Financial Econometrics
Ingmar Nolte (Member of programme committee)
18/12/2021 → 20/12/2021
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
University of Freiburg
Shifan Yu (Invited speaker)
19/07/2021
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
6th KoLaMaFr - Workshop on Financial Econometrics
Ingmar Nolte (Organiser)
21/06/2021 → 22/06/2021
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Organizer, Econometrics of Option Markets Workshop
Ingmar Nolte (Organiser)
19/04/2021 → 21/04/2021
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Organizer, 2nd Frontiers of Factor Investing Virtual Conference
Ingmar Nolte (Organiser)
28/01/2021 → 29/01/2021
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
2020
14th International Conference on Computational and Financial Econometrics
Ingmar Nolte (Member of programme committee)
19/12/2020 → 21/12/2020
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
SFS Cavalcade North America conference
Ally Zhang (Invited speaker)
25/05/2020 → 28/05/2020
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
2020 North American Winter Meeting of the Econometric Society
Ally Zhang (Invited speaker)
2/01/2020 → 5/01/2020
Activity: Talk or presentation types › Oral presentation
AEA 2020
Ally Zhang (Participant)
2020
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
2019
13th International Conference on Computational and Financial Econometrics
Rodrigo Hizmeri Canales (Speaker)
14/12/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
13th International Conference on Computational and Financial Econometrics
Ingmar Nolte (Member of programme committee)
14/12/2019 → 16/12/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
34th European Economic Association Meeting
Marwan Izzeldin (Speaker)
27/08/2019 → 31/08/2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
34th Annual Congress of the European Economic Association
Rodrigo Hizmeri Canales (Speaker)
26/08/2019 → 30/08/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
72nd European Meeting of the Econometric Society
Rodrigo Hizmeri Canales (Speaker)
26/08/2019 → 30/08/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
”Machine learning for dynamic incentive problems“ - NBER Conference
Philipp Renner (Speaker)
07/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
6th Annual Conference of the International Association for Applied Econometrics
Rodrigo Hizmeri Canales (Speaker)
19/06/2019 → 28/06/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
INFINITI Conference
Marwan Izzeldin (Speaker)
9/06/2019 → 11/06/2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Organizer, Mutual Funds, Hedge Funds and Factor Investing
Ingmar Nolte (Organiser)
3/06/2019 → 4/06/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
”Machine learning for dynamic incentive problems“
Philipp Renner (Speaker)
06/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
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 types › Invited talk
High Frequency Econometrics Using Matlab
Marwan Izzeldin (Speaker)
13/05/2019 → 14/05/2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
FMA - 2019 Consortium on Factor Investing
Ingmar Nolte (Organiser)
4/02/2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Technometrics (Journal)
Konstantinos Fokianos (Associate Editor)
1/01/2019
Activity: Publication peer-review and editorial work types › Editorial activity
11th French Econometrics Conference
Manh Pham (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
12th Annual SoFiE Conference
Manh Pham (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
13th International Conference on Computational and Financial Econometrics
Manh Pham (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
15th Conference on Financial and Macro Economics and Econometrics
Mirela Miescu (Invited speaker)
2019
Activity: Talk or presentation types › Invited talk
2019 Africa Meeting of the Econometric Society
Rodrigo Hizmeri Canales (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
2019 Infiniti Conference
Rodrigo Hizmeri Canales (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
3rd Course in High-Frequency Financial Econometrics using Matlab
Rodrigo Hizmeri Canales (Lecturer)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
3rd Workshop on Macroeconomic and Financial Time Series Analysis
Sandra Nolte (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Annual Corporate Finance Conference
Roberto Pinto (Participant)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Asian Meeting of the Econometric Society 2019
Rodrigo Hizmeri Canales (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Asian Meeting of the Economic Society (AMES)
Manh Pham (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
ASU Sonoran Winter Conference
Roberto Pinto (Participant)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Brunel University School of Economics and Finance - Research Seminar
Mirela Miescu (Invited speaker)
2019
Activity: Talk or presentation types › Invited talk
European Central Bank, DG/I-EXT Department Seminar
Mirela Miescu (Invited speaker)
2019
Activity: Talk or presentation types › Invited talk
European Seminar on Bayesian Econometrics
Mirela Miescu (Speaker)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Finance, Labour and Inequality Conference
Roberto Pinto (Participant)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
House Prices, Unaffordability and Systematic risk - 27th Annual Symposium on the SNDE
Ivan Paya (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
International Association of Applied Econometrics
Mirela Miescu (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Konstanz-Lancaster-Manchester-Warwick Joint PhD Workshop on Quantitative Finance and Econometrics
Sandra Nolte (Speaker)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Konsztanz-Lancaster-Manchester-Warwick Workshop on Quanatitative Finance and Econometrics
Rodrigo Hizmeri Canales (Speaker)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Macroeconomics and time Series Analysis Workshop
Roy Zilberman (Organiser)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
Mutual Funds, Hedge Funds and Factor Investing Conference
Sandra Nolte (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Nottingham University - Economics Department
Stefano Soccorsi (Speaker)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
RCEA Warsaw Money-Marco-Finance Conference
Roy Zilberman (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Royal Economics Society
Mirela Miescu (Speaker)
2019
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Workshop in Financial Econometrics
Sandra Nolte (Speaker)
2019
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
2018
43 Simposio de la Asociación Española de Economía
Andrey Kalinyak (Speaker)
13/12/2018 → 15/12/2018
Activity: Talk or presentation types › Oral presentation
12th International Conference on Computational and Financial Econometrics
Kostas Vasilopoulos (Speaker)
12/12/2018 → 16/12/2018
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
The Economics of VAT and Taxation
Marwan Izzeldin (Speaker)
11/12/2018 → 13/12/2018
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
11th International Conference on Computational and Financial Econometrics
Marwan Izzeldin (Speaker)
12/2018
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Royal Society of New South Wales Forum
James Morley (Speaker)
29/11/2018
Activity: Talk or presentation types › Public Lecture/ Debate/Seminar
Modelling Credit Rating Data Using STATA
Marwan Izzeldin (Speaker)
27/11/2018 → 29/11/2018
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
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 types › Invited talk
High Frequency Econometrics Using Matlab
Marwan Izzeldin (Speaker)
6/11/2018 → 7/11/2018
Activity: Participating in or organising an event types › Participation in workshop, seminar, course
The Second Conference on CSR, the Economy and Financial Markets
Jiali Yan (Speaker)
1/11/2018 → 2/11/2018
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
”Machine learning for dynamic incentive problems“
Philipp Renner (Speaker)
11/2018
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
The 17th International Conference of the Japan Economic Policy Association
James Morley (Speaker)
26/10/2018 → 28/10/2018
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience

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