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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. 2016

  2. ESEM

    Vera Xiaolu Zhao (Speaker)

    22/08/2016 → 26/08/2016

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

  3. 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

  4. 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

  5. One Bank Flagship Seminar

    William Tayler (Speaker)

    21/07/2016

    Activity: Talk or presentation types › Invited talk

  6. 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

  7. 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

  8. Research Seminar, Brunel University

    Mark Shackleton (Participant)

    4/07/2016

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

  9. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    07/2016

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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. INFINITI 2016, Trinity College Dublin

    Marwan Izzeldin (Speaker)

    12/06/2016

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

  20. 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

  21. Seminar, Bank of England

    Ingmar Nolte (Speaker)

    10/06/2016

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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. Surrey University Economics and Finance Society

    Mark Shackleton (Organiser)

    14/03/2016

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

  30. Huddersfield University Business School

    Marwan Izzeldin (Speaker)

    17/02/2016

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

  31. Teaching case presented to MBA class

    Mark Shackleton (Member of Panel)

    28/01/2016

    Activity: Talk or presentation types › Invited talk

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

    Mark Shackleton (Speaker)

    27/01/2016

    Activity: Talk or presentation types › Invited talk

  33. “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

  34. 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

  35. 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

  36. Adam Smith Business School

    Stefano Soccorsi (Speaker)

    2016

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

  37. CFE

    Stefano Soccorsi (Speaker)

    2016

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

  38. Conference on Computational Finance and Econometrics

    Mirela Miescu (Speaker)

    2016

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

  39. CORE @ 50

    Stefano Soccorsi (Speaker)

    2016

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

  40. ECARES

    Stefano Soccorsi (Speaker)

    2016

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

  41. EEA-ESEM

    Ally Zhang (Speaker)

    2016

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

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

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Member of an organisation

  43. ESRC (External organisation)

    Ingmar Nolte (Member)

    2016 → …

    Activity: Membership types › Membership of committee

  44. 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

  45. Financial Econometrics and Empirical Asset Pricing

    Sandra Nolte (Speaker)

    2016

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

  46. Financial Econometrics and Empirical Asset Pricing Conference

    Yifan Li (Participant)

    2016

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

  47. FMA Doctoral Student Consortium

    Roberto Pinto (Speaker)

    2016

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

  48. International Association of Applied Econometrics

    Mirela Miescu (Speaker)

    2016

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

  49. International Review of Finance (Journal)

    Alexey Akimov (Referee)

    2016 → …

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

  50. Midwest Macro Meetings

    Ally Zhang (Speaker)

    2016

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

  51. MPSA Annual Conference

    Mirela Miescu (Speaker)

    2016

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

  52. Queen's University Belfast

    Stefano Soccorsi (Speaker)

    2016

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

  53. Royal Economic Society Metting 2016

    William Tayler (Speaker)

    2016

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

  54. Southampton Business School

    Stefano Soccorsi (Speaker)

    2016

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

  55. The Leverhulme Trust (External organisation)

    Ingmar Nolte (Reviewer )

    2016 → …

    Activity: Membership types › Membership of committee

  56. 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

  57. University of Huddersfield

    Roy Zilberman (Speaker)

    2016

    Activity: Talk or presentation types › Invited talk

  58. Warwick Business School

    Ingmar Nolte (Member)

    2016 → …

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

  59. 2015

  60. 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

  61. 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

  62. 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

  63. 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

  64. PGR Mini-Symposium

    Xingzhi Yao (Participant)

    3/11/2015

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

  65. 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

  66. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    10/2015

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

  67. Dynare Conference

    William Tayler (Participant)

    10/2015

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

  68. Money Macro and Finance Conference

    William Tayler (Speaker)

    10/2015

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

  69. European Finance Association meeting 2015

    Stephen Taylor (Participant)

    19/08/2015

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

  70. “Polynomial Programming in Economics”

    Philipp Renner (Speaker)

    07/2015

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

  71. 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

  72. 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

  73. 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

  74. 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

  75. INFINITI 2015, University of Ljubljana

    Marwan Izzeldin (Speaker)

    8/06/2015

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

  76. 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

  77. 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

  78. 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

  79. Royal Economic Society Conference

    Marwan Izzeldin (Speaker)

    30/03/2015

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

  80. 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

  81. 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

  82. “Quantity Pre-Commitment and Bertrand competition”

    Philipp Renner (Speaker)

    02/2015

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

  83. “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

  84. “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

  85. “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

  86. 12th Doctoral Colloquium of Norwich Business School

    Christos Argyropoulos (Speaker)

    2015

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

  87. 2nd Annual Conference of IAAE

    Yifan Li (Participant)

    2015

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

  88. 2nd Konstanz-Lancaster Financial Econometrics Workshop

    Yifan Li (Participant)

    2015

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

  89. 7th French Econometrics Conference

    Mirela Miescu (Speaker)

    2015

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

  90. 7th IFABS International Conference

    Yifan Li (Participant)

    2015

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

  91. Conference on Computational Finance and Econometrics

    Mirela Miescu (Speaker)

    2015

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

  92. Conference on Computational Finance and Econometrics

    Mirela Miescu (Speaker)

    2015

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

  93. CSIRO-Monash Superannuation Research Conference

    Manh Pham (Speaker)

    2015

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

  94. Econometric conference in honour of François Laisney

    Sandra Nolte (Speaker)

    2015

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

  95. ESRC (External organisation)

    Ingmar Nolte (Reviewer )

    2015 → …

    Activity: Membership types › Membership of committee

  96. ESRC Peer College Review (External organisation)

    Ingmar Nolte (Member)

    2015

    Activity: Membership types › Membership of committee

  97. IWH-CIREQ Macro-econometric Workshop

    Stefano Soccorsi (Speaker)

    2015

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

  98. Journal of Real Estate Portfolio Management (Journal)

    Alexey Akimov (Referee)

    2015 → …

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

  99. Macroeconomic Workshop

    Stefano Soccorsi (Speaker)

    2015

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

  100. Political Economy of International Organisation

    Mirela Miescu (Speaker)

    2015

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

  101. Scottish Economic Association Annual Meeting

    Stefano Soccorsi (Speaker)

    2015

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

  102. Workshop on Accounting, Information and Financial Crises

    Roberto Pinto (Speaker)

    2015

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

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