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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2017

  2. The New Financial Reality ESRC Seminar Series, Seminar 7 \Unveiling the Risk of Hedge Funds and Fund of Funds"

    Christos Argyropoulos (Invited speaker)

    2017

    Activity: Talk or presentation types › Invited talk

  3. Vienna–Copenhagen Conference on Financial Econometrics

    Yifan Li (Participant)

    2017

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

  4. 2016

  5. The Future of Growth: A Financial Perspective

    Mark Shackleton (Speaker)

    13/12/2016

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  6. 10th International Conference on Computational and Financial Econometrics

    Ivan Paya (Speaker)

    9/12/2016 → 11/12/2016

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

  7. 10th International Conference on Computational and Financial Econometrics

    Xingzhi Yao (Speaker)

    9/12/2016 → 11/12/2016

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

  8. 10th International Conference on Computational and Financial Econometrics

    Marwan Izzeldin (Speaker)

    9/12/2016

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

  9. Newcastle University

    Marwan Izzeldin (Speaker)

    29/11/2016

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

  10. PhD Student Workshop on Job Market and Employment Skills

    Jiali Yan (Speaker)

    17/11/2016

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

  11. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Mark Shackleton (Member of Panel)

    6/10/2016

    Activity: Talk or presentation types › Invited talk

  12. School of Management, Cranfield University

    Ingmar Nolte (Member)

    1/10/2016 → …

    Activity: Visiting an external institution types › Visiting an external academic institution

  13. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    10/2016

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

  14. 18th OxMetrics User Conference

    Xingzhi Yao (Speaker)

    12/09/2016 → 13/09/2016

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

  15. 18th OxMetrics User Conference

    Marwan Izzeldin (Speaker)

    09/2016

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

  16. ESEM

    Vera Xiaolu Zhao (Speaker)

    22/08/2016 → 26/08/2016

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

  17. World Finance Conference

    Xingzhi Yao (Chair)

    29/07/2016 → 31/07/2016

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

  18. World Finance Conference

    Marwan Izzeldin (Speaker)

    29/07/2016 → 31/07/2016

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

  19. One Bank Flagship Seminar

    William Tayler (Speaker)

    21/07/2016

    Activity: Talk or presentation types › Invited talk

  20. One Bank Flagship Seminar, Bank of England

    Roy Zilberman (Invited speaker)

    21/07/2016

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

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

    Mark Shackleton (Speaker)

    12/07/2016

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  22. Research Seminar, Brunel University

    Mark Shackleton (Participant)

    4/07/2016

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

  23. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    07/2016

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

  24. Financial Econometrics and Empirical Asset Pricing Conference

    Vera Xiaolu Zhao (Speaker)

    30/06/2016 → 1/07/2016

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

  25. Organizer, Financial Econometrics and Empirical Asset Pricing Conference

    Ingmar Nolte (Organiser)

    30/06/2016 → 1/07/2016

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

  26. Financial Econometrics and Empirical Asset Pricing Conference

    Xingzhi Yao (Speaker)

    24/06/2016

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

  27. 3rd Conference, International Association for Applied Econometric

    Marwan Izzeldin (Speaker)

    22/06/2016 → 25/06/2016

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

  28. IAAE conference

    Vera Xiaolu Zhao (Speaker)

    22/06/2016 → 25/06/2016

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

  29. ISF 2016 International Symposium on Forecasting

    Alisa Yusupova (Participant)

    19/06/2016 → 22/06/2016

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

  30. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Mark Shackleton (Member of Panel)

    16/06/2016

    Activity: Talk or presentation types › Invited talk

  31. Ninth SoFiE conference

    Vera Xiaolu Zhao (Speaker)

    14/06/2016 → 17/06/2016

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

  32. The 14th INFINITI Conference on International Finance

    Xingzhi Yao (Speaker)

    13/06/2016 → 14/06/2016

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

  33. INFINITI 2016, Trinity College Dublin

    Marwan Izzeldin (Speaker)

    12/06/2016

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

  34. 6th International Conference of the Financial Engineering and Banking Society

    Marwan Izzeldin (Speaker)

    10/06/2016

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

  35. Seminar, Bank of England

    Ingmar Nolte (Speaker)

    10/06/2016

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  36. Midwest Macro Meeting 2016 - Purdue University

    Roy Zilberman (Participant)

    20/05/2016

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

  37. NWDTC Economics Conference

    Alisa Yusupova (Participant)

    20/05/2016 → 21/05/2016

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

  38. NWDTC Economics Conference

    Xingzhi Yao (Speaker)

    20/05/2016 → 21/05/2016

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

  39. NWDTC Economics PhD Conference

    Pantelis Promponas (Speaker)

    19/05/2016 → 20/05/2016

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

  40. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Mark Shackleton (Member of Panel)

    13/05/2016

    Activity: Talk or presentation types › Invited talk

  41. HM Treasury "Global Islamic Finance and Investment Group Annual Meeting"

    Marwan Izzeldin (Speaker)

    16/04/2016

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

  42. Using discounted flexibility values to solve for the decision costs of sequential investment policies.

    Mark Shackleton (Speaker)

    6/04/2016

    Activity: Talk or presentation types › Invited talk

  43. Surrey University Economics and Finance Society

    Mark Shackleton (Organiser)

    14/03/2016

    Activity: Talk or presentation types › Public Lecture/ Debate/Seminar

  44. Huddersfield University Business School

    Marwan Izzeldin (Speaker)

    17/02/2016

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

  45. Teaching case presented to MBA class

    Mark Shackleton (Member of Panel)

    28/01/2016

    Activity: Talk or presentation types › Invited talk

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

    Mark Shackleton (Speaker)

    27/01/2016

    Activity: Talk or presentation types › Invited talk

  47. “Speculative bubbles in oil markets: An analysis based on market expectations,” Session organiser: 10th International Conference on Computational and Financial Econometrics

    Ivan Paya (Speaker)

    2016

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

  48. 10th International Conference of Computational and Financial Econometrics, Evaluating Risk Models: A quantile score approach"

    Christos Argyropoulos (Speaker)

    2016

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

  49. 17th Annual Conference of the Swiss Society for Financial Market Research

    Ally Zhang (Speaker)

    2016

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

  50. Adam Smith Business School

    Stefano Soccorsi (Speaker)

    2016

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

  51. CFE

    Stefano Soccorsi (Speaker)

    2016

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

  52. Conference on Computational Finance and Econometrics

    Mirela Miescu (Speaker)

    2016

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

  53. CORE @ 50

    Stefano Soccorsi (Speaker)

    2016

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

  54. ECARES

    Stefano Soccorsi (Speaker)

    2016

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

  55. EEA-ESEM

    Ally Zhang (Speaker)

    2016

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

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

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Member of an organisation

  57. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Membership of committee

  58. European Winter Meeting of the Econometric Society 2016

    Ally Zhang (Speaker)

    2016

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

  59. Financial Econometrics and Empirical Asset Pricing

    Sandra Nolte (Speaker)

    2016

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

  60. Financial Econometrics and Empirical Asset Pricing Conference

    Yifan Li (Participant)

    2016

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

  61. FMA Doctoral Student Consortium

    Roberto Pinto (Speaker)

    2016

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

  62. International Association of Applied Econometrics

    Mirela Miescu (Speaker)

    2016

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

  63. International Review of Finance (Journal)

    Alexey Akimov (Referee)

    2016 → …

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

  64. Midwest Macro Meetings

    Ally Zhang (Speaker)

    2016

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

  65. MPSA Annual Conference

    Mirela Miescu (Speaker)

    2016

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

  66. Queen's University Belfast

    Stefano Soccorsi (Speaker)

    2016

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

  67. Royal Economic Society Metting 2016

    William Tayler (Speaker)

    2016

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

  68. Southampton Business School

    Stefano Soccorsi (Speaker)

    2016

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

  69. The Leverhulme Trust (External organisation)

    Ingmar Nolte (Reviewer )

    2016 → …

    Activity: Membership types › Membership of committee

  70. The New Financial Reality ESRC Seminar Series, Seminar 5 \Evaluating Risk Models: A quantile score approach"

    Christos Argyropoulos (Invited speaker)

    2016

    Activity: Talk or presentation types › Invited talk

  71. University of Huddersfield

    Roy Zilberman (Speaker)

    2016

    Activity: Talk or presentation types › Invited talk

  72. Warwick Business School

    Ingmar Nolte (Member)

    2016 → …

    Activity: Visiting an external institution types › Visiting an external academic institution

  73. 2015

  74. The 9th International Conference on Computational and Financial Econometrics

    Xingzhi Yao (Invited speaker)

    12/12/2015 → 14/12/2015

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

  75. The 9th International Conference on Computational and Financial Econometrics

    Ivan Paya (Speaker)

    12/12/2015 → 14/12/2015

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

  76. 8th International Conference on computational and financial econometrics

    Marwan Izzeldin (Speaker)

    12/2015

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

  77. University of Manchester Methods Fair 2015

    Xingzhi Yao (Speaker)

    4/11/2015

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

  78. PGR Mini-Symposium

    Xingzhi Yao (Participant)

    3/11/2015

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

  79. 14th CREDIT conference

    Jonatan Groba (Participant)

    1/10/2015 → 2/10/2015

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

  80. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    10/2015

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

  81. Dynare Conference

    William Tayler (Participant)

    10/2015

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

  82. Money Macro and Finance Conference

    William Tayler (Speaker)

    10/2015

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

  83. European Finance Association meeting 2015

    Stephen Taylor (Participant)

    19/08/2015

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

  84. “Polynomial Programming in Economics”

    Philipp Renner (Speaker)

    07/2015

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

  85. Computing in Economics and Finance (CEF)

    Roy Zilberman (Participant)

    25/06/2015

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

  86. Society of Financial Econometrics conference, Aarhus

    Stephen Taylor (Speaker)

    23/06/2015 → 26/06/2015

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

  87. Real Options Conference, Monemvasia Greece, 2015

    Mark Shackleton (Keynote/plenary speaker)

    20/06/2015

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

  88. 5th International Conference of the Financial Engineering and Banking Society

    Marwan Izzeldin (Speaker)

    11/06/2015

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

  89. INFINITI 2015, University of Ljubljana

    Marwan Izzeldin (Speaker)

    8/06/2015

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

  90. 11th BMRC-DEMS Conference

    Ivan Paya (Invited speaker)

    18/05/2015 → 19/05/2015

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

  91. NWDTC Economics Conference

    Pantelis Promponas (Speaker)

    14/05/2015 → 15/05/2015

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

  92. NWDTC Economics Conference

    Xingzhi Yao (Participant)

    14/05/2015 → 15/05/2015

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

  93. Royal Economic Society Conference

    Marwan Izzeldin (Speaker)

    30/03/2015

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

  94. Theories and Methods in Macroeconomics (T2M)

    Roy Zilberman (Participant)

    26/03/2015

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

  95. 23rd Symposium of the Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Speaker)

    19/03/2015 → 20/03/2015

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

  96. “Quantity Pre-Commitment and Bertrand competition”

    Philipp Renner (Speaker)

    02/2015

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

  97. “Higher order effects in the portfolio choice model,” 23rd Symposium of the Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Speaker)

    2015

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

  98. “Higher-order effects in the portfolio choice model,” Invited Speaker: 11th BMRC-DEMS Conference

    Ivan Paya (Speaker)

    2015

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

  99. “Testing for speculative bubbles using spot and forward rates,” Session organiser: 9th International Conference on Computational and Financial Econometrics

    Ivan Paya (Organiser)

    2015

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

  100. 12th Doctoral Colloquium of Norwich Business School

    Christos Argyropoulos (Speaker)

    2015

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

  101. 2nd Annual Conference of IAAE

    Yifan Li (Participant)

    2015

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

  102. 2nd Konstanz-Lancaster Financial Econometrics Workshop

    Yifan Li (Participant)

    2015

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

  103. 7th French Econometrics Conference

    Mirela Miescu (Speaker)

    2015

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

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