Ana Maria Fuertes
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Position(s): |
Professor in Financial Econometrics |
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Qualifications: |
BSc Eng, MSc Control Eng, PhD Economics |
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Faculty: |
Finance |
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Expertise: |
Econometrics of panel time series data, Emerging markets, Behavioural finance, Exchange rates behaviour, Time Series Econometrics, International finance, Nonlinearity Testing and Modeling, Exchange Rate Dynamics, Computational finance, Econometric Analysis of Panel Data, Bootstrap Applications in Finance and Economics. |
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Telephone: |
+44 (0) 20 7040 0186 |
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Fax: |
+44 (0) 20 7040 8881 |
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Room: |
5068 |
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E-mail: |
Background
Having gained an MSc in Control Engineering, Ana-Maria graduated with a PhD in Economics from the University of Valladolid, Spain. She was formerly Lecturer at the Economics Department of the School of Engineering and Management (ETSII) in Valladolid, Research Fellow at London Metropolitan University before she joined the Business School in 2001 as a Lecturer. She was promoted to Reader in 2004 and then full Professor in 2006. Her teaching experience includes Statistical Methods in Finance, Forecasting Financial Markets, International Finance, Time Series Econometrics and Operations Research. Ana-Maria has acted as a consultant for Deutsche Bank and Barclays Capital, has taught at the Institute for Fiscal Studies and holds two Teaching and Learning Prize awards for excellence in post-graduate teaching. She has published in many journals including the Journal of Economic Dynamics and Control, Journal of International Money and Finance, Journal of Banking and Finance, Computational Statistics and Data Analysis and the International Journal of Forecasting. She is Associate editor of Frontiers in Finance and Economics, Journal of Time Series Econometrics and Co-Chair of the European Research Consortium for Informatics and Mathematics (ERCIM) WG track on Computational Econometrics and Financial Time Series.
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