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Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

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  1. Editorial activity

  2. Applied Economics (Journal)

    David Peel (Assistant Editor)

    2011 → …

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

  3. Applied Economics (Journal)

    Ivan Paya (Associate Editor)

    2011 → …

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

  4. Applied Economics Letters (Journal)

    David Peel (Assistant Editor)

    2011 → …

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

  5. Applied Financial Economics (Journal)

    David Peel (Assistant Editor)

    2011 → …

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

  6. Applied Financial Economics (Journal)

    Ivan Paya (Associate Editor)

    2011 → …

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

  7. European Journal of Finance (Journal)

    Ingmar Nolte (Associate Editor)

    2011 → …

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

  8. Journal of Banking and Finance (Journal)

    Stephen Taylor (Associate Editor)

    2008 → 2011

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

  9. Journal of Banking and Finance (Journal)

    Mark Shackleton (Associate Editor)

    1/03/2013

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

  10. Journal of Banking and Finance (Journal)

    Ingmar Nolte (Guest editor)

    2013 → 2014

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

  11. Journal of Business Finance and Accounting (Journal)

    Stephen Taylor (Associate Editor)

    2008 → 2013

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

  12. Journal of Financial Regulation and Compliance (Journal)

    Vasso Ioannidou (Editorial board member)

    1/03/2014

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

  13. Journal of Financial Regulation and Compliance (Journal)

    Vasso Ioannidou (Editorial board member)

    1/03/2014 → …

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

  14. Technometrics (Journal)

    Konstantinos Fokianos (Associate Editor)

    1/01/2019

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

  15. Publication peer-review

  16. Bank of England (Journal)

    Mark Shackleton (Referee)

    2012

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

  17. International Journal of Forecasting (Journal)

    Stephen Taylor (Peer reviewer)

    2017

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

  18. International Journal of Managerial Finance (Journal)

    Stephen Taylor (Peer reviewer)

    2013

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

  19. International Review of Finance (Journal)

    Alexey Akimov (Referee)

    2016 → …

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

  20. Journal of Banking and Finance (Journal)

    Alberto Martin Utrera (Referee)

    2014 → …

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

  21. Journal of Banking and Finance (Journal)

    Yaqiong Yao (Referee)

    1/11/2011 → …

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

  22. Journal of Banking and Finance (Journal)

    Mark Shackleton (Referee)

    2006 → 2009

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

  23. Journal of Banking and Finance (Journal)

    Stephen Taylor (Peer reviewer)

    2014

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

  24. Journal of Business Finance and Accounting (Journal)

    Mark Shackleton (Referee)

    2003 → 2006

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

  25. Journal of Economic Dynamics and Control (Journal)

    Mark Shackleton (Referee)

    2010

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

  26. Journal of Property Research (Journal)

    Alexey Akimov (Referee)

    2014 → …

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

  27. Journal of Real Estate Portfolio Management (Journal)

    Alexey Akimov (Referee)

    2015 → …

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

  28. Quantitative Finance (Journal)

    Alberto Martin Utrera (Referee)

    2012 → …

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

  29. Review of Quantitative Finance and Accounting (Journal)

    Stephen Taylor (Peer reviewer)

    2012

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

  30. Urban Studies (Journal)

    Alexey Akimov (Referee)

    2013 → …

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

  31. Participation in conference -Mixed Audience

  32. Royal Economic Society Annual Conference

    Efthymios Pavlidis (Speaker)

    2010

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

  33. 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

  34. “An augmented first order approach for dynamic principal agent models”

    Philipp Renner (Speaker)

    09/2017

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

  35. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    08/2017

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

  36. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    10/2016

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

  37. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    07/2016

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

  38. “Dynamic Principal Agent Models”

    Philipp Renner (Speaker)

    10/2015

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

  39. “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

  40. “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

  41. “On the contribution of the Markowitz model of utility to explain risky choice,” 5th International Symposium in Computational Economics and Finance,

    Ivan Paya (Speaker)

    2018

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

  42. “Quantity precommitment and Bertrand competition: A dynamic games approach”

    Philipp Renner (Speaker)

    07/2014

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

  43. “Quantity Pre-Commitment and Bertrand competition”

    Philipp Renner (Speaker)

    02/2015

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

  44. “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

  45. “Studying Two StageGames by Polynomial Programming”

    Philipp Renner (Speaker)

    05/2014

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

  46. “Testing for speculative bubbles using spot and forward exchange rates,” 10th BMRC-DEMS Conference

    Ivan Paya (Speaker)

    2014

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

  47. “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

  48. “Using market expectations to test for speculative bubbles in crude oil markets,” 26th Symposium of the SNDE

    Ivan Paya (Speaker)

    2018

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

  49. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2018

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

  50. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    11/2018

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

  51. ”Machine learning for dynamic incentive problems“

    Philipp Renner (Speaker)

    06/2019

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

  52. ”Machine learning for dynamic incentive problems“ - ESEM

    Philipp Renner (Speaker)

    12/0008

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

  53. ”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

  54. 10/12/2010

    Efthymios Pavlidis (Speaker)

    2011

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

  55. 10th BMRC-DEMS Conference

    Ivan Paya (Speaker)

    28/05/2014 → 30/05/2014

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

  56. 10th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

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

  57. 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

  58. 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

  59. 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

  60. 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

  61. 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

  62. 11th CREDIT 2012 Conference

    Jonatan Groba (Participant)

    27/09/2012 → 28/09/2012

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

  63. 11th Energy and Commodity Finance Conference

    Vikas Raman (Speaker)

    2017

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

  64. 11th French Econometrics Conference

    Manh Pham (Speaker)

    2019

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

  65. 11th International Conference of Computational and Financial Econometrics

    Christos Argyropoulos (Speaker)

    2017

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

  66. 11th International Conference on Computational and Financial Econometrics

    Manh Pham (Speaker)

    2017

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

  67. 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

  68. 12th Annual SoFiE Conference

    Manh Pham (Speaker)

    2019

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

  69. 12th Doctoral Colloquium of Norwich Business School

    Christos Argyropoulos (Speaker)

    2015

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

  70. 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

  71. 12th International Conference on Computational and Financial Econometrics

    Rodrigo Hizmeri Canales (Speaker)

    2018

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

  72. 13th Annual International Conference on Macroeconomic Analysis and International Finance

    Efthymios Pavlidis (Speaker)

    2009

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

  73. 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

  74. 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

  75. 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

  76. 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

  77. 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

  78. 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

  79. 16th Conference on Research on Economic Theory and Econometrics

    Christos Argyropoulos (Speaker)

    2017

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

  80. 16th International Conference on Macroeconomic Analysis and International Finance

    Alina Spiru (Speaker)

    24/05/2012 → 26/05/2012

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

  81. 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

  82. 17th Annual International Conference on Macroeconomic Analysis and International Finance

    Ivan Paya (Speaker)

    30/05/2013 → 1/06/2013

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

  83. 17th Annual Symposium, Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Member of programme committee)

    2009

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

  84. 18th Annual Conference of the Multinational Finance Society

    Jonatan Groba (Speaker)

    26/06/2011 → 29/06/2011

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

  85. 18th Annual Symposium, Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Member of programme committee)

    2010

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

  86. 18th International Conference on Macroeconomics and International Finance

    Giorgio Motta (Speaker)

    2014

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

  87. 18th OxMetrics User Conference

    Marwan Izzeldin (Speaker)

    09/2016

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

  88. 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

  89. 19th Annual Conference of the Multinational Finance Society

    Jonatan Groba (Speaker)

    24/06/2012 → 27/06/2012

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

  90. 1st Conference on Financial Stability

    Vasso Ioannidou (Participant)

    06/2009

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

  91. 1st International Association for Applied Econometrics Conference

    Sandra Nolte (Participant)

    26/06/2014 → 28/06/2014

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

  92. 2012 FMA European Conference

    Jonatan Groba (Speaker)

    6/06/2012 → 8/06/2012

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

  93. 2013 British Accounting and Finance Association Annual Conference

    Sandra Nolte (Participant)

    9/04/2013 → 11/04/2013

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

  94. 2014 Paris Financial Management Conference

    Marwan Izzeldin (Speaker)

    12/2014

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

  95. 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

  96. 2019 Infiniti Conference

    Rodrigo Hizmeri Canales (Speaker)

    2019

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

  97. 20th Annual Symposium Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Member of programme committee)

    2012

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

  98. 21st International Symposium on Mathematical Programming (ISMP)

    Alberto Martin Utrera (Invited speaker)

    2012

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

  99. 22nd Symposium of the Society for Nonlinear Dynamics and Econometrics

    Ivan Paya (Speaker)

    17/04/2014 → 18/04/2014

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

  100. 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

  101. 25th Annual Congress of the European Economic Association

    Sandra Nolte (Speaker)

    23/08/2010 → 26/08/2010

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

  102. 25th Annual Congress of the European Economic Association

    Efthymios Pavlidis (Speaker)

    2010

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

  103. 2nd Annual Conference of IAAE

    Yifan Li (Participant)

    2015

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

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