Seminars and Presentations

Conference Participation: 

• 2025:

  • Joint Statistical Meetings (Nashville, TN)

  • Financial Management Association (Vancouver, BC)

  • International Conference on Computational and Financial Econometrics (King's College, London)

• 2024:

  • International Risk Management Conference (Bocconi University, Milan)

  • International Conference on Computational and Financial Econometrics (King's College, London)

• 2023:

  • MathWorks Finance Conference (Virtual)

• 2022:

  • Society for Non-Linear Dynamics and Econometrics (Virtual)

  • Midwest Econometrics Group (Michigan State University)

  • International Conference on Computational and Financial Econometrics, King's College, the University of London, U.K.

• 2021:

  • SED (Virtual)

  • North American Summer Meeting of the Econometric Society (Virtual)

  • African Meeting of the Econometric Society (Virtual)

  • FMA (Virtual)

  • IFABS (Virtual)

  • WEAI (Virtual)

  • International Conference on Computational and Financial Econometrics (Virtual)

• 2020:

  • International Conference on Computational and Financial Econometrics

  • Econometric Society World Congress, Milan

  • Midwest Finance Association

  • NBER Summer Institute, International Finance and Macroeconomics, Cambridge

• 2019:

  • ITAM finance conference, Mexico City

  • Northern Finance Association, Vancouver, BC

  • 15th Annual Central Bank Conference on the Microstructure of Financial Markets,  Stockholm, Sweden.

  • International Conference on Computational and Financial Econometrics, London, UK

• 2018:

  • Econometric Conference on Big Data and AI in Honor of Ronald Gallant, Tsinghua and Renmin Universities, Beijing, P.R. of China

  • European Finance Association, Warsaw, Poland

  • Western Finance Association, Coronado, CA

• 2017:

  • Society for Non-Linear Dynamics and Econometrics, ESSEC Business School, Paris, France 

  • North American Summer Meeting of the Econometric Society, St. Louis, MO

  • International Conference on Banking and Finance - University of Warsaw, Faculty of Management and the Central Bank of Poland, Warsaw, Poland. (Keynote Speaker)

  • Joint Statistical Meetings, Baltimore

  • Financial Management Association, Boston MA

  • International Conference on Computational and Financial Econometrics, London, UK

• 2016:

  • International Conference on Computational and Financial Econometrics, Seville, Spain

  • Joint Statistical Meetings, Chicago IL

  • SFS Cavalcade, Toronto ON

  • Winter Meeting of the Econometric Society, San Francisco CA

• 2015:

  • World Congress of the Econometric Society, Montreal

  • SoFiE Annual Conference, Aarhus University, Denmark

  • CIREQ Time-Series and Financial Econometrics Conference, Montreal

  • Georgetown Center for Economic Research Biennial Conference

• 2014:

  • Society for Non-Linear Dynamics and Econometrics, Baruch Collge, NYC 

  • Midwest Econometric Group, University of Iowa, IA

• 2013: 

  • Summer Meeting of the Econometric Society, Los Angeles, CA

  • Financial Management Association, Chicago, IL

  • Midwest Econometric Group, Bloomington, IN

  • International Conference on Computational and Financial Econometrics (CFE 2013, LSE and Queen Mary, London, UK).

• 2011: 

  • Society for Non-Linear Dynamics and Econometrics, Washington, DC

  • Joint Statistical Meetings, Miami, FL

  • Midwest Econometric Group, Chicago, IL

  • Southern Economic Association, Washington, DC

  • IIEA Inaugural Conference, London, UK

• 2010: 

  • Midwest Econometric Group, Olin Business School, St. Louis, MO 

  • Financial Management Association, New York, NY

  • Southern Economic Association, Atlanta, GA

  • Triangle Econometric Conference, RTP, Durham, NC

  • 3rd Annual Conference on Iran’s Economy, University of Chicago, Chicago, IL

• 2009: 

  • Society for Non-Linear Dynamics and Econometrics, Atlanta, GA

  • Western Economic Association International Vancouver, BC

• 2008: 

  • Southern Economic Association, Washington, DC

  • Triangle Econometric Conference, Durham, NC

• 2007: 

  • Western Economic Association International, Seattle, WA

  • Southern Economic Association, New Orleans, LA

• 2006: 

  • Western Economic Association International, San Diego, CA

  • SIAM Conference on Financial Mathematics and Engineering, Boston, MA (poster session).

• 2005: 

  • Financial Management Association, Chicago, IL

Invited Seminars and Brown Bags:  

• 2025:

  • UNC Chapel Hill (Economics)

  • University of New Hampshire (Economics)

• 2024:

  • JHU Carey

• 2021:

  • Federal Reserve Bank of Boston Policy Brown Bag

• 2020:

  • Virginia Tech (Economics)

  • Georgetown (Economics)

• 2019:

  • UNC Chapel Hill (Economics)

  • JHU Carey

• 2018:

  • Cal Poly (Orfalea)

• 2017:

  • Kenan-Flagler Business School, UNC Chapel Hill

  • West Virginia University

• 2016:

  • University of Colorado at Boulder (Leeds)

  • University of Maryland (Smith)

• 2015:

  • Indiana University

  • UNC Chapel Hill

  • NC State University

  • University of Massachusetts at Amherst (Isenberg)

• 2014: 

  • George Washington University

  • Georgetown University

  • Johns Hopkins University (Carey Business School)

• 2013: 

  • Federal Reserve Board of Governors

  • Rice University

  • Manchester Business School

• 2012: 

  • Office of the Comptroller of the Currency

• 2011: 

  • Fuqua School of Business-Duke University

  • NC State University

  • Kenan-Flagler Business School, UNC Chapel Hill

  • Wayne State University

• 2010: 

  • University of Victoria

  • FDIC

  • Duke University

  • Northern Illinois University

• 2009: 

  • Oklahoma State University

  • UNC Chapel Hill

  • Duke University 

  • UC Santa Cruz

• 2007: 

  • University of Wisconsin at Milwaukee

• 2006: 

  • East Carolina University

  • Bank of Canada

  • HEC Montréal

  • Analysis Group 

  • University of Arkansas at Little Rock