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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

  1. Participation in conference - Academic
  2. 14th Society for Financial Econometrics Annual Conference

    Shifan Yu (Speaker)

    24/06/202227/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  3. 17th International Conference on Computational and Financial Econometrics

    Shifan Yu (Invited speaker)

    16/12/202318/12/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  4. 25th Dynamic Econometrics Conference

    Shifan Yu (Speaker)

    13/04/202314/04/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  5. 3rd International Econometrics PhD Conference

    Shifan Yu (Speaker)

    20/11/202321/11/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  6. 4th Quantitative Finance and Financial Econometrics International Conference

    Shifan Yu (Speaker)

    16/06/202217/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  7. 5th International Conference on Econometrics and Statistics

    Shifan Yu (Invited speaker)

    4/06/20226/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  8. 5th Quantitative Finance and Financial Econometrics International Conference

    Shifan Yu (Speaker)

    8/06/20239/06/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  9. 6th International Conference on Econometrics and Statistics

    Shifan Yu (Invited speaker)

    1/08/20233/08/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  10. Asian Finance Association 2022 Annual Conference

    Shifan Yu (Speaker)

    27/06/202229/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  11. Asian Meeting of the Econometric Society in China 2022

    Shifan Yu (Speaker)

    22/06/202224/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  12. Asian Meeting of the Econometric Society in China 2023

    Shifan Yu (Speaker)

    30/06/20232/07/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

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

    Shifan Yu (Speaker)

    28/07/202330/07/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  14. Econometric Society Australasia Meeting 2022

    Shifan Yu (Speaker)

    6/07/20228/07/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  15. Economics of Financial Technology Conference

    Shifan Yu (Speaker)

    11/05/202213/05/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

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

    Shifan Yu (Presenter)

    29/03/202331/03/2023

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  17. International Association for Applied Econometrics 2022 Annual Conference

    Shifan Yu (Speaker)

    21/06/202224/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  18. Organizer, 3rd Frontiers of Factor Investing Conference

    Harald Lohre (Organiser)

    15/09/202216/09/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  19. Workshop on "Volatility, Jumps and Bursts"

    Shifan Yu (Speaker)

    27/06/202228/06/2022

    Activity: Participating in or organising an event typesParticipation in conference - Academic

  20. Participation in conference - Public
  21. Joint Spring Conference 2024 – Structural Changes and the Implications for Inflation

    Lorenza Rossi (Invited speaker)

    7/05/20248/05/2024

    Activity: Participating in or organising an event typesParticipation in conference - Public

  22. Member of an organisation
  23. Computational and Financial Econometrics (CFE) (External organisation)

    Ivan Paya (Member)

    2018 → …

    Activity: Membership typesMember of an organisation

  24. ESRC - North West Doctoral Training Centre (External organisation)

    Ingmar Nolte (Member)

    20132016

    Activity: Membership typesMember of an organisation

  25. ESRC - North West Social Science Doctoral Training Partnership (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership typesMember of an organisation

  26. Member of Advisory Panel
  27. State Bank of Pakistan (External organisation)

    Momna Saeed (Member)

    1/08/201023/10/2010

    Activity: Membership typesMember of Advisory Panel

  28. Public Lecture/ Debate/Seminar
  29. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    28/05/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  30. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    6/11/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  31. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    8/04/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  32. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    5/06/2013

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  33. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    13/10/2014

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  34. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/201821/07/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  35. Living without electricity: Lancaster’s experience of coping with loss of power

    Mark Shackleton (Speaker)

    12/07/2016

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  36. Royal Society of New South Wales Forum

    James Morley (Speaker)

    29/11/2018

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  37. Seminar - Conference Paper

    Mark Shackleton (Speaker)

    2010

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  38. Seminar / Conference paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  39. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  40. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  41. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  42. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  43. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  44. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  45. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  46. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  47. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  48. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  49. Seminar, Bank of England

    Ingmar Nolte (Speaker)

    10/06/2016

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  50. Surrey University Economics and Finance Society

    Mark Shackleton (Organiser)

    14/03/2016

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  51. The Future of Growth: A Financial Perspective

    Mark Shackleton (Speaker)

    13/12/2016

    Activity: Talk or presentation typesPublic Lecture/ Debate/Seminar

  52. Visiting an external academic institution
  53. Aarhus University

    Shifan Yu (Visiting researcher)

    1/05/202330/06/2023

    Activity: Visiting an external institution typesVisiting an external academic institution

  54. Blackburn College

    Mark Shackleton (Contributor)

    20052010

    Activity: Visiting an external institution typesVisiting an external academic institution

  55. Cass Business School

    Mark Shackleton (Examiner)

    2008 → …

    Activity: Visiting an external institution typesVisiting an external academic institution

  56. Cranfield University

    Mark Shackleton (Examiner)

    20072010

    Activity: Visiting an external institution typesVisiting an external academic institution

  57. Escola de Gestão do Porto, Portugal

    Mark Shackleton (Visitor)

    20062010

    Activity: Visiting an external institution typesVisiting an external academic institution

  58. ESRC

    Stephen Taylor (Speaker)

    24/06/2013

    Activity: Visiting an external institution typesVisiting an external academic institution

  59. Judge Business School, Cambs

    Mark Shackleton (Visitor)

    2010

    Activity: Visiting an external institution typesVisiting an external academic institution

  60. Manchester Business School

    Ingmar Nolte (Examiner)

    1/10/2014

    Activity: Visiting an external institution typesVisiting an external academic institution

  61. NARTI

    Stephen Taylor (Speaker)

    11/2011

    Activity: Visiting an external institution typesVisiting an external academic institution

  62. National Taiwan University

    Stephen Taylor (Speaker)

    02/2009

    Activity: Visiting an external institution typesVisiting an external academic institution

  63. Norwegian University of Science and Technology

    Stephen Taylor (Speaker)

    20102012

    Activity: Visiting an external institution typesVisiting an external academic institution

  64. School of Management, Cranfield University

    Ingmar Nolte (Member)

    1/10/2016 → …

    Activity: Visiting an external institution typesVisiting an external academic institution

  65. University of Auckland

    Stephen Taylor (Visitor)

    02/2013

    Activity: Visiting an external institution typesVisiting an external academic institution

  66. University of Bradford

    Mark Shackleton (Examiner)

    20072010

    Activity: Visiting an external institution typesVisiting an external academic institution

  67. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/20184/10/2018

    Activity: Visiting an external institution typesVisiting an external academic institution

  68. University of Queensland

    Stephen Taylor (Visitor)

    04/2013

    Activity: Visiting an external institution typesVisiting an external academic institution

  69. Warwick Business School

    Mark Shackleton (Visitor)

    20052010

    Activity: Visiting an external institution typesVisiting an external academic institution

  70. Warwick Business School

    Ingmar Nolte (Member)

    2016 → …

    Activity: Visiting an external institution typesVisiting an external academic institution

  71. Warwick University

    Mark Shackleton (Examiner)

    20112015

    Activity: Visiting an external institution typesVisiting an external academic institution

  72. Membership of committee
  73. ESRC (External organisation)

    Ingmar Nolte (Reviewer )

    2015 → …

    Activity: Membership typesMembership of committee

  74. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership typesMembership of committee

  75. ESRC North West Doctoral Training Centre (External organisation)

    Efthymios Pavlidis (Member)

    2011

    Activity: Membership typesMembership of committee

  76. ESRC North West Doctoral Training Centre (External organisation)

    Efthymios Pavlidis (Member)

    2012

    Activity: Membership typesMembership of committee

  77. ESRC Peer College Review (External organisation)

    Ingmar Nolte (Member)

    2015

    Activity: Membership typesMembership of committee

  78. NZ Macroeconomic Dynamics Workshop (Event)

    James Morley (Speaker)

    28/04/2014

    Activity: Membership typesMembership of committee

  79. Portuguese Foundation for Science and Technology (FCT) (External organisation)

    Ingmar Nolte (Reviewer )

    2012 → …

    Activity: Membership typesMembership of committee

  80. The Leverhulme Trust (External organisation)

    Ingmar Nolte (Reviewer )

    2016 → …

    Activity: Membership typesMembership of committee

  81. University of Sussex (External organisation)

    Ivan Paya (Examiner)

    200810/2012

    Activity: Membership typesMembership of committee

  82. Oral presentation
  83. 2020 North American Winter Meeting of the Econometric Society

    Ally Zhang (Invited speaker)

    2/01/20205/01/2020

    Activity: Talk or presentation typesOral presentation

  84. 43 Simposio de la Asociación Española de Economía

    Andrey Kalinyak (Speaker)

    13/12/201815/12/2018

    Activity: Talk or presentation typesOral presentation

  85. NWSSDTP Economics Conference 2018

    Andrey Kalinyak (Speaker)

    10/05/201811/05/2018

    Activity: Talk or presentation typesOral presentation

  86. Invited talk
  87. "On the valuation of and returns to project flexibility within sequential investment"

    Mark Shackleton (Speaker)

    24/03/2011

    Activity: Talk or presentation typesInvited talk

  88. 15th Conference on Financial and Macro Economics and Econometrics

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  89. A valuation framework for compound real options

    Mark Shackleton (Speaker)

    21/09/2018

    Activity: Talk or presentation typesInvited talk

  90. Applied & Econometrics Workshop, Economics Department, University of Alicante

    Ivan Paya (Invited speaker)

    18/10/2017

    Activity: Talk or presentation typesInvited talk

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

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  92. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Speaker)

    27/01/2016

    Activity: Talk or presentation typesInvited talk

  93. Discounting, value and dollar beta matching in flexible cashflow systems

    Mark Shackleton (Member of Panel)

    16/10/2012

    Activity: Talk or presentation typesInvited talk

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

    Mirela Miescu (Invited speaker)

    2019

    Activity: Talk or presentation typesInvited talk

  95. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  96. Faculty Seminar

    Sandra Nolte (Invited speaker)

    2017

    Activity: Talk or presentation typesInvited talk

  97. Institute for Banking & Finance Brown Bag Seminar

    Ally Zhang (Invited speaker)

    2014

    Activity: Talk or presentation typesInvited talk

  98. Keynote address, Financial Econometrics conference, Copenhagen

    Stephen Taylor (Speaker)

    05/2011

    Activity: Talk or presentation typesInvited talk

  99. One Bank Flagship Seminar

    William Tayler (Speaker)

    21/07/2016

    Activity: Talk or presentation typesInvited talk

  100. Presentation at the Cambridge-INET Institute

    Vera Xiaolu Zhao (Visitor)

    5/02/20178/02/2017

    Activity: Talk or presentation typesInvited talk

  101. Research Seminar

    Vasso Ioannidou (Member of Panel)

    08/2013

    Activity: Talk or presentation typesInvited talk

  102. Research Seminar

    Vasso Ioannidou (Member of Panel)

    10/2013

    Activity: Talk or presentation typesInvited talk

  103. Research Seminar

    Vasso Ioannidou (Member of Panel)

    11/2013

    Activity: Talk or presentation typesInvited talk

  104. Research Seminar

    Vasso Ioannidou (Member of Panel)

    11/2013

    Activity: Talk or presentation typesInvited talk

  105. Research Seminar

    Vasso Ioannidou (Speaker)

    06/2014

    Activity: Talk or presentation typesInvited talk

  106. Seminar, National Central University, Jhongli

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  107. Seminar, National Chengchi University, Taipei

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  108. Seminar, National Taiwan University, Taipei

    Stephen Taylor (Speaker)

    02/2009

    Activity: Talk or presentation typesInvited talk

  109. Seminar, Peking University

    Stephen Taylor (Speaker)

    03/2011

    Activity: Talk or presentation typesInvited talk

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