Quantitative Research in Financial Economics

The Centre for Quantitative Research in Financial Economics focuses on the fundamental problems in quantitative finance and economics using econometrics, statistics, and machine learning. Our objective is to provide new insights into the workings of the economy and financial markets using the latest methodology for economic and financial analysis and decision making. The centre also aims to facilitate research, particularly research leading to real-world impact, as well as cross-collaboration through its regular seminars and workshops, which host some of the top international researchers in economics and finance.

Latest News

• Thank you to Roberto Gomez Cram for delivering a research seminar on 10th November on the topic of 'Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices,' with Francesco Bianchi and Howard Kung.
• On 13th October, we welcomed Giovanni Cespa (Bayes Business School) to the Business School for a research seminar on the topic of 'Market opacity and fragility'. Thank you to everyone who attended.
• Congrats to Kumushoy Abduraimova for her new paper, Contagion and tail risk in complex financial networks, published in the Journal of Banking and Finance.
• Julian Williams' latest paper, Testing the eigenvalue structure of spot and integrated covariance, published in the Journal of Econometrics.
• Thank you to everyone who came to our Econometrics and Big Data Cluster Workshop on 6^th June.
• Julian Williams to collaborate with colleagues at Newcastle University on the ESPRC funded project AGENCY: Assuring Citizen Agency in a World with Complex Online Harms.
• Arzé Karam’s latest publication, Dealers’ incentives to reveal their names published in The Financial Review.