Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
This Centre is a partnership between our Accounting & Finance and Economics departments, bringing together leading academics to collaborate on mutual research projects. Members include financial and time series econometricians, macroeconomists, and researchers in asset pricing from both departments. We host several distinguished international visitors and are home to a vibrant doctoral student community.
We aim to promote high-quality and high-impact research, foster international collaboration and inspire the next generation of young researchers in the field.
Publications & Funding
Our Centre members have published in the top journals in Economics and Finance and secured research funding from a variety of bodies such as the ESRC, Leverhulme Trust, British Council and FWF. Two of our junior members won the Bank of England One Bank Research Competition 2015.
Our regular events bring together leading experts and young scholars from academia and industry to promote our research in our core areas:
- Financial Econometrics
- Asset Markets
- Macroeconomic Policy
We recently organised a SoFiE joint conference on “Financial Econometrics and Empirical Asset Pricing” attracting over 100 participants from academia and industry, with more than 60 presentations and keynote speeches delivered by key speakers including Torben Andersen, Northwestern University; Federico Bandi, Johns Hopkins University; Joost Driessen, Tilburg University; Oliver Linton, University of Cambridge; and Richard Olsen, Lykke. Members of the Centre also organised the 1st EBC Network Workshop in Lancaster and co-organised the 8th European Banking Center Network Conference in Tilburg, Netherlands.
A project on “Order Book Foundations of Price Risks and Liquidity: An Integrated Equity and Derivatives Markets Perspective”.Learn more