The Centre for Econometric Analysis promotes and supports research activities in the following fields:

  • Econometrics (methodological and applied, macro and micro)
  • Financial econometrics
  • Other quantitative methods used in finance, and theoretical and empirical research in financial markets and corporate finance.

We are at the forefront of our field and attract leading researchers from around the world.

Visibility and activities

The visibility of the Centre is ensured by the systematic dissemination of the research output. We deliver this via the regular publication of working papers and through workshops, seminars and international conferences. We actively seek joint activities with other international research centres and institutions.

Funding

We are funded via research grants sponsored by ESRC and other public institutions and via financial support from City of London corporate memberships.

Visiting Fellows

Vitali Alexeev (Finance Discipline Group, Business School, University of Technology Sydney, Australia): June-December 2017

Peter Cincinelli (Department of Management, Economics and Quantitative Methods, Bergamo University, Italy): July 2017

Wenying Yao (Department of Economics, Faculty of Business and Law, Deakin University, Australia): August 2017

Filippo Umberto Andrini (Department of Management, Economics and Quantitative Methods, Bergamo University, Italy): September-December 2017.