Research
- My research interests are in macroeconomics, banking and econometric modelling of high frequency data, with a focus on volatility, systemic risk, financial crises, contagion and financial flights. My main applications are in financial econometrics and macroeconomics.
AFFILIATIONS TO RESEARCH PROJECTS
2019 ‘Automating the Calculation of Dispersion and Skewness Measures of Across-Sectional Distributions in Matlab’ (with Dr. Ben Wang) | Macquarie University | Australia
2017 - 2019 ‘Financial Modelling with Cryptocurrencies High Frequency Data’(with Prof. George Milunovich) | Macquarie University | Australia
2018 - 2019 'Modelling Potential Outupt and Output Gap' | National Institute for Economic Researcj | Romanian Academy | Romania
2014 - 2015 ‘Detecting Systemically Important Risk’ project granted by CIFR (together with Prof. Mardi Dungey, Prof. David Veredas and Dr. Matteo Luciani) | Australia
2012 - 2014 ‘Detecting Financial Contagion Using High Frequency Data’ project granted by the Australian Research Council (together with Prof. Mardi Dungey and Prof. Sirimon Treepongkaruna) | Australia
2012 'HEROM Structural Model Update’–CEROPE and National Institute for Economic Research | Romanian Academy | Poland
2012 ‘Studies on Theory and Applications of Volatility and Correlation Models Based on Realized GARCH Framework’ – with Prof. Zhuo Huang, National School of Development | Beijing University | China
2011 ‘Updates in Volatility Forecasting Using High Frequency Data. A New Benchmark Analysis of Models’ | ESADE Business School | Ramon Llull University | Spain
2009 - 2012 ‘Financial Reporting, Ownership Structure and Quotes on the Spanish Stock Exchange’, Research Project ECO2008 - 05218 | ESADE Business School | Ramon Llull University | Spain
2010 - 2012 ‘Revision of the Dobrescu Macro-model of the Romanian Economy’ - National Institute for Economic Research | Romanian Academy | Bucharest
2009 - 2010 ‘Methodologies on risk and uncertainty analysis, decision rules, statistical and mathematical methods and models, risk and uncertainty quantitative measurements’ | National Institute for Economic Research | Romanian Academy | Bucharest
GRANTS
2014 Two Conference Travel Grants | Tasmanian School of Business and Economics | University of Tasmania (totalling $5228)
2013 CFA Institute Professor Scholarship
2009 - 2012 FI Grant | Generalitat de Catalunya | Spain
2009. Mobility Grant | Ministry of Education of Spain
2007 - 2008 ESADE scholarship | ESADE Business School | Spain
2006 - 2007 Domestic Student Tuition Scholarship | Carleton University | Canada
2006 - 2007 Departmental Scholarship | Carleton University | Canada
2006 - 2007 Teaching Assistantship | Carleton University | Canada
2002 Teaching Assistantship | École Supérieure des Sciences Commerciales d’Angers |France
1998 Scholarship | University of Economics and Business Administration | Austria
1995 - 1997 Scholarship | Academy of Economic Studies | International Business Faculty | Romania
REFEREE WORK | PROFESSIONAL AFFILIATIONS
▫ Ad-hoc Reviewer for: Journal of Empirical Finance | European Journal of Operational Research | Computational Management Science | Australian Journal of the Agricultural and Resource Economics | Journal of Contemporary Accounting and Economics | Romanian Journal of Economic Forecasting
▫ Member of the Editorial Board of the Romanian Journal of Economic Forecasting
▫ ESADE Business School, Ramon Llull University, Barcelona, Spain - Member of:▫ Group for Research in Economics and Finance (GREF)
▫ Research Group on Knowledge Engineering (GREC)