Research
Bayesian Econometrics, Financial Econometrics, Monetary and Financial Economics
Research groups
Research collaborations
Ryland Thomas
Bank of England
Measuring the economic impact of Quantitative Easing/Tightening through the lens of public over- and under-funding to the banking sector.
Dr Mykola Babiak
University of Lancaster
Pricing and predictability of commonalities in firm-level volatility risk premium
Dr Mattia Bevilacqua
Asset pricing using firm-level commonalities in option prices.
doc. PhDr. Jozef Barunik Ph.D.
Charles University, Prague
Dynamic Network Risk, Dynamic Networks in Large Financial and Economic Systems
Dr Maria Kalli
King's College London
Stock Market Liquidity and Return Predictability: A Bayesian Nonparametric Approach
Professor Chris Martin
University of Bath
Search Frictions and Evolving Labour Market Dynamics
Dr Bingsong Wang
University of Sheffield
Search Frictions and Evolving Labour Market Dynamics
Dr Xi Fu
Real Estate Illiquidity and Returns
Professor Chris Florackis
Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF)
Professor Costas Milas
Liquidity Shocks and Real GDP Growth: Evidence from a Time-varying Parameter VAR (JIMF), Global Liquidity, Money Growth and UK Inflation (JFS)