Marius Matei

I am Associate Professor at the Bucharest University of Economic Studies (ASE), The Faculty of Business Administration (in Foreign Languages) (FABIZ). I am a financial econometrician and active researcher in the econometrics of high frequency data. I have published in the Journal of Econometrics, Journal of International Financial Markets, Institutions & Money, Economic Record and in Econometrics  journals. 

I am also Senior Researcher (grade 1) at the National Institute of Economic Research "Costin C. Kirițescu", Romanian Academy.

I hold a Ph.D. in Finance (core in Financial Econometrics) from ESADE Business School (Ramon Llull University, Spain) and a Ph.D. in Economics from the National Institute of Economic Research ‘Costin C. Kirițescu’, Romanian Academy. I also graduated a Master in Finance at ESADE Business School and a Master in Economics at Carleton University, Canada. 

Previous to my current appointments, I worked as Principal Economist in the Systemic Risk Monitoring Division, Financial Stability Department of the National Bank of Romania, as Senior Economist in the Markets and Regulation Division of the Office of Environment and Heritage, New South Wales Government, Australia, as Senior Technology Consultant at BearingPoint, as Sessional Academic at Macquarie University, Sydney and Australia Business School, University of New South Wales, Australia, and as Postdoctoral Research Fellow at the University of Tasmania, Australia. Between 2019 - 2020 I worked as lecturer  in Financial Econometrics in the Master of Advanced Research in Finance (CEFIN) at  the School of Finance and Banking, Department of Money and Banking, Bucharest University of Economic Studies, Romania.  

I also worked as Senior Quantitative Analyst (Asset Allocation) in the Investments Division of Mine Super, Australia and as Senior Economist at UniCredit Bank, Romania. 

I published in top academic journals, such as Journal of Econometrics, Journal of International Financial Markets, Economic Record, and Econometrics. I have been Visiting Fellow at Stanford University, US, and at the Center for Research in Econometric Analysis of Time Series (CREATES) of Århus University, Denmark. I attended summer schools at Oxford University (UK), Nova School of Business (Portugal) and Wirtschaftsuniversitat Wien (Austria).

I am member of the editorial board of the Romanian Journal of Economic Forecasting and served as ad-hoc reviewer for Journal of Empirical Finance, European Journal of Operational Research, Computational Management Science, Australian Journal of the Agricultural and Resource Economics, and Journal of Contemporary Accounting and Economics. I hold a Certificate in Tutoring from the University of New South Wales, and a Certificate IV in Programming from TAFE University, Australia.

I am a specialist in high frequency data finance, with applications in volatility, financial crisis and contagion, and systemic risk modelling. My research interests are in financial econometrics, high frequency data, macroeconometrics, crisis and contagion, systemic risk, and network analysis.

Currently teaching at CEFIN: Financial Econometrics (I), Advanced Financial Econometrics (II)