At the forefront of the next age of Finance

We are a motivated, collegial and dynamic group of academics with different backgrounds and nationalities bound by the same passion for knowledge and learning about the financial world.

We have an international research expertise that focuses towards the areas of banking, behavioural and corporate finance, and financial econometrics. It is based upon novel and rigorous research and teaching programmes that prepare and train the next generation of banking and finance minds.

Our vision is to be at the forefront of the next age of finance and to focus on research that can harness the potential of technological innovation and digital disruption to transform financial services and support sustainable growth.

Our work

Our research interests

Our research interests span a range of topics including:  

  • asset pricing 
  • banks’ performance, risks and regulation 
  • commodity markets
  • corporate governance
  • empirical behavioural finance
  • financial econometrics
  • fintech 
  • macro-finance modelling and forecasting
  • SMEs finance and financial inclusion
  • sustainable finance and banking

We take pride in our outstanding research in quantitative finance and econometrics that addresses fundamental problems in macroeconomics and financial markets. Our researchers engage with the financial industry, policy-makers and regulators including the Bank of England, Bank for International Settlements, the European Central Bank and Federal Reserve.

Our engagement

Most recent publications

Selected publications

Current grants

Research grants awarded to members include: 

Our research centres

Our research centres focus on specific areas of interest, whilst facilitating interdisciplinary collaboration both within and beyond Essex Business School.

Our members

Finance

Lecturer, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; Alternative Investments
Senior Lecturer, EBS - Finance
Research interests: Time Series Econometrics; Financial Econometrics.; Theoretical Econometrics
Lecturer, EBS - Finance
Research interests: Financial Economics; Applied Econometrics; Financial Intermediation; Empirical Finance; Banking; Financial Stability
Senior Lecturer, EBS - Finance
Research interests: International finance; Market microstructure; Housing; Global liquidity; Emerging markets
Senior Lecturer, EBS - Finance
Research interests: Financial regulation and bank risk/performance; Bank lending channels and monetary policy; Loan contract terms; bank corporate governance; Corruption and firm/bank outcomes
Senior Lecturer, EBS - Finance
Research interests: Corporate Finance; Financial Economics; Emerging Markets Finance; Financial inclusion
Lecturer, EBS - Finance
Research interests: Corporate Finance; Mergers and Acquisitions; Innovation and Patents; Corporate Social Responsibility
Lecturer, EBS - Finance
Lecturer, EBS - Finance
Professor, EBS - Finance
Research interests: Fintech; Behavioural finance; Corporate finance
Lecturer, EBS - Finance
Research interests: Information Transmission in Banking; Relationship Banking; Bank Lending; Islamic Banking; Securitization
Professor, EBS - Finance
Research interests: Financial Risk Management; Banking Regulation and Supervision; Structure and performance in banking; Bank Corporate Governance; Bank risk culture
Lecturer, EBS - Finance
Research interests: Financial and time series econometrics; systemic risk and market spillovers; macro-financial linkages; forecasting of return and volatility processes
Reader (R), EBS - Finance
Research interests: Corporate finance; banking and regulation
Professor, EBS - Finance
Research interests: Finance (Financial inclusion, Derivative market efficiency, commodity portfolios, bubbles, hedge funds, hedge ratios, return predictability, asset price volatility); International Finance (Forward premium puzzle, purchasing power parity); Development (Inclusive growth, Prebisch-Singer hypothesis, modelling and forecasting commodity prices, linkages between commodities ,growth and poverty, the food crisis, political regime and health); Applied econometrics (Spurious regressions, panel, forecasting, long memory, fractional cointegration and structural breaks, GARCH modelling); Environment and Sustainability (cap and trade, carbon allowances, corporate governance)
Reader, EBS - Finance
Research interests: Financial Networks; Syndicated Loan Market; Financial Regulation, Supervision and Architecture; Bank Competition and Financial Stability; Foreign Bank Ownership; Monetary Policy and Banks
Professor, EBS - Finance
Research interests: Asset pricing; Monetary policy; Sovereign risk
Lecturer, EBS - Finance
Lecturer, EBS - Finance
Research interests: Default risk; Asset pricing; Credit derivatives
Senior Lecturer, EBS - Finance
Research interests: Payments Economics; Consumer and household finance; Banking; SMEs finance; Microfinance and financial inclusion; Entrepreneurial finance and Fintech; Fintech
Lecturer, EBS - Finance
Research interests: Asset Pricing; Behavioural Finance; Macro-Finance
Professor, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; International Finance; Alternative Investments
Professor, EBS - Finance
Research interests: forecasting methods; forecasting in the presence of structural change; density forecasts; long-horizon predictability; drivers of commodity prices; empirical macroeconomics; applications to dynamic 'macro' panel datasets; Mapping economic outcomes onto perceptions of government competence and and approval
Lecturer, EBS - Finance
Research interests: Corporate Finance; Mergers and Acquisitions; Initial Public Offerings; Textual Analysis
Senior Lecturer, EBS - Finance
Research interests: Securitisation; Empirical Banking; Corporate Governance; Financial Inclusion
Lecturer, EBS - Finance
Research interests: Option pricing; Application of wavelet method; Derivative securities
Senior Lecturer, EBS - Finance
Research interests: Financial Econometrics; Forecasting; Empirical Asset Pricing; Commodities
Professor, EBS - Finance
Research interests: Time series econometrics; financial econometrics; non-stationary time series analysis
Lecturer, EBS - Finance
Research interests: Corporate control, governance systems & political economy of risk; Valuation of assets; Real option portfolios and investment appraisal; Investment cash flow sensitivities and frictions in credit channels; Market microstructure and high frequency trading behaviours
Lecturer, EBS - Finance
Research interests: Commodity markets; Macro-finance; Risk Management; Agricultural economics; Oil markets and the macroeconomy; Volatility modeling and forecasting; Economic Uncertainty; Forecasting inflation; Monetary policy and financial markets; Financial derivatives; Option-implied risk neutral moments
Reader, EBS - Finance
Research interests: Equity options; Market microstructure; Empirical behavioral finance; Exchange market structures
Lecturer, EBS - Finance
Research interests: Options and derivatives pricing; Asset pricing; Application of generalised/high moment distributions to option/asset pricing
Lecturer, EBS - Finance
Research interests: Capital Structure; Corporate Governance; Mergers and Acquisitions; Banking
Senior Lecturer, EBS - Finance
Research interests: Empirical Asset Pricing, International Finance, Mutual Funds
Contact us
Departmental Director of Research Professor Claudia Girardone
University of Essex
Essex Business School University of Essex
Wivenhoe Park, Colchester, Essex, CO4 3SQ
Telephone: 01206 87 3911