I joined Middlesex University Business School after working several years as a researcher and forecaster at the National Institute of Economic and Social Research (NIESR). I have worked on a wide range of topics in applied economics, such as exchange rate volatility, the impacts of the Basel Capital Accord in emerging markets, the development of macroeconomic measures of credit risk, the macroeconomic determinants of FDI. More recently, my work has focused on financial economics, fixed-income, asset pricing, and green finance, with a particular focus on computational finance and big data analysis.
I have undertaken research projects on credit risk for the Department for International Development (Dfid), and the BBVA Foundation; and on SME access to green finance for the Department for Business, Energy & Industrial Strategy (BEIS). I have contributed to papers on fiscal and monetary policy, FDI and exchange rate uncertainty and published in the International Journal of Finance and Economics, Economic Modelling, Journal of Trade and Economic Development, Physica A, and the Journal of Economic Integration.
I have a PhD in economics from Sussex University and BSc in economics and in physics. I am a member of several learned societies, such as the Institute of Mathematics and Applications (IMA), the London Mathematical Society (LMS) and the Institute of Physics (IoP), and their European associates, where I participate in initiatives linking mathematics and physics to economics and finance.
Applications for PhD in the areas of asset pricing, credit risk modelling, computational finance, green finance, and financial economics as broad areas, are welcome.
I am an associate editor of the journals Beta-Scandinavian Journal of Business Research (https://www.idunn.no/beta?languageId=2#/about) , and SN Business and Economics (https://www.springer.com/journal/43546)
I am the co-director of the Green Finance Research Cluster, along with Dr. Robyn Owen (director). Our research can be found on GreenFin Research | Middlesex University London (mdx.ac.uk)
My main teaching interests are fixed-income analysis, derivatives and structured products, financial econometrics, behavioural finance, and decision theory.
I have supervised several DPhil students, on interest rate risk, credit risk, population and environmental damage, and on the interaction of institutional, macroeconomic and corporate determinants of profit in global banking.
FIN1350 Decision theory; FIN2150 Securities and Derivatives; FIN3170 Applied Financial Econometrics.
My research interests are in financial economics and quantitative finance.
Associate Editor - Beta-Scandinavian Journal of Business Research (https://www.idunn.no/beta?languageId=2#/about)
Associate Editor – SN Business and Economics (https://www.springer.com/journal/43546)