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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. Invited talk

  2. 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

  3. 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

  4. 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

  5. Oral presentation

  6. 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

  7. 43 Simposio de la Asociación Española de Economía

    Andrey Kalinyak (Speaker)

    13/12/2018 → 15/12/2018

    Activity: Talk or presentation types › Oral presentation

  8. NWSSDTP Economics Conference 2018

    Andrey Kalinyak (Speaker)

    10/05/2018 → 11/05/2018

    Activity: Talk or presentation types › Oral presentation

  9. Membership of committee

  10. ESRC (External organisation)

    Ingmar Nolte (Reviewer )

    2015 → …

    Activity: Membership types › Membership of committee

  11. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Membership of committee

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

    Efthymios Pavlidis (Member)

    2011

    Activity: Membership types › Membership of committee

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

    Efthymios Pavlidis (Member)

    2012

    Activity: Membership types › Membership of committee

  14. ESRC Peer College Review (External organisation)

    Ingmar Nolte (Member)

    2015

    Activity: Membership types › Membership of committee

  15. NZ Macroeconomic Dynamics Workshop (Event)

    James Morley (Speaker)

    28/04/2014

    Activity: Membership types › Membership of committee

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

    Ingmar Nolte (Reviewer )

    2012 → …

    Activity: Membership types › Membership of committee

  17. The Leverhulme Trust (External organisation)

    Ingmar Nolte (Reviewer )

    2016 → …

    Activity: Membership types › Membership of committee

  18. University of Sussex (External organisation)

    Ivan Paya (Examiner)

    2008 → 10/2012

    Activity: Membership types › Membership of committee

  19. Visiting an external academic institution

  20. Aarhus University

    Shifan Yu (Visiting researcher)

    1/05/2023 → 30/06/2023

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

  21. Blackburn College

    Mark Shackleton (Contributor)

    2005 → 2010

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

  22. Cass Business School

    Mark Shackleton (Examiner)

    2008 → …

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

  23. Cranfield University

    Mark Shackleton (Examiner)

    2007 → 2010

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

  24. Escola de Gestão do Porto, Portugal

    Mark Shackleton (Visitor)

    2006 → 2010

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

  25. ESRC

    Stephen Taylor (Speaker)

    24/06/2013

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

  26. Judge Business School, Cambs

    Mark Shackleton (Visitor)

    2010

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

  27. Manchester Business School

    Ingmar Nolte (Examiner)

    1/10/2014

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

  28. NARTI

    Stephen Taylor (Speaker)

    11/2011

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

  29. National Taiwan University

    Stephen Taylor (Speaker)

    02/2009

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

  30. Norwegian University of Science and Technology

    Stephen Taylor (Speaker)

    2010 → 2012

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

  31. School of Management, Cranfield University

    Ingmar Nolte (Member)

    1/10/2016 → …

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

  32. University of Auckland

    Stephen Taylor (Visitor)

    02/2013

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

  33. University of Bradford

    Mark Shackleton (Examiner)

    2007 → 2010

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

  34. University of Coimbra

    Stephen Taylor (Visiting researcher)

    1/10/2018 → 4/10/2018

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

  35. University of Queensland

    Stephen Taylor (Visitor)

    04/2013

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

  36. Warwick Business School

    Mark Shackleton (Visitor)

    2005 → 2010

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

  37. Warwick Business School

    Ingmar Nolte (Member)

    2016 → …

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

  38. Warwick University

    Mark Shackleton (Examiner)

    2011 → 2015

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

  39. Public Lecture/ Debate/Seminar

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

    Mark Shackleton (Speaker)

    8/04/2014

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

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

    Mark Shackleton (Speaker)

    5/06/2013

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

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

    Mark Shackleton (Speaker)

    28/05/2014

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

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

    Mark Shackleton (Speaker)

    6/11/2014

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

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

    Mark Shackleton (Speaker)

    13/10/2014

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

  45. Frontiers in Econometrics Workshop

    James Morley (Speaker)

    19/07/2018 → 21/07/2018

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

  46. 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

  47. Royal Society of New South Wales Forum

    James Morley (Speaker)

    29/11/2018

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

  48. Seminar - Conference Paper

    Mark Shackleton (Speaker)

    2010

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

  49. Seminar / Conference paper

    Mark Shackleton (Speaker)

    2011

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

  50. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

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

  51. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  52. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

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

  53. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  54. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2010

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

  55. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  56. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  57. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2011

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

  58. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

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

  59. Seminar / Conference Paper

    Mark Shackleton (Speaker)

    2012

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

  60. Seminar, Bank of England

    Ingmar Nolte (Speaker)

    10/06/2016

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

  61. Surrey University Economics and Finance Society

    Mark Shackleton (Organiser)

    14/03/2016

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

  62. The Future of Growth: A Financial Perspective

    Mark Shackleton (Speaker)

    13/12/2016

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

  63. Member of Advisory Panel

  64. State Bank of Pakistan (External organisation)

    Momna Saeed (Member)

    1/08/2010 → 23/10/2010

    Activity: Membership types › Member of Advisory Panel

  65. Member of an organisation

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

    Ivan Paya (Member)

    2018 → …

    Activity: Membership types › Member of an organisation

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

    Ingmar Nolte (Member)

    2013 → 2016

    Activity: Membership types › Member of an organisation

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

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Member of an organisation

  69. Participation in conference - Public

  70. 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

  71. Participation in conference - Academic

  72. 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

  73. 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

  74. 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

  75. 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

  76. 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

  77. 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

  78. 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

  79. 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

  80. 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

  81. 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

  82. 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

  83. 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

  84. 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

  85. 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

  86. 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

  87. 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

  88. 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

  89. 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

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