Professor of Finance & Econometrics
PhD (Oxford), BSc Economics (Pavia University, Italy)
Econometric modelling, emerging capital markets, econometric methodology, panel data econometrics,financial econometrics, investment, modelling structural breaks, modelling common stochastic trends, transition economies stock market.
+44 (0) 20 7040 8698
+44 (0) 20 7040 8881
Giovanni Urga joined Cass in July 1999 as Senior Lecturer in Financial Econometrics. He was promoted to Reader in May 2001 and to Full Professor in May 2002. His teaching includes Advanced Financial Econometrics, Advanced Econometric Analysis of Financial mnarkets, Advanced Financial Modelling and Forecasting, Econometric Methods, and Stationary and non-Stationary Panel Data Econometrics. Since 1992, he has been Visiting Professor in Econometrics at the Economics Department of Bergamo University (Italy). He was Research Fellow at London Business School (1994-1999), Visiting Lecturer at New Economic School in Moscow (1996-1999), Lecturer at Queen Mary and Westfield College in London (1992-1994), and Research Officer at the Institute of Economic and Statistics in Oxford (1991-1992).