Research

The research programme will be organised around three main themes spanning finance, international macroeconomics and econometrics. The Center will normally support research programmes for a period of two years. The presumption is that further work will be supported by externally raised funds from private sources or government and international funding bodies.

Research topics to be supported by the Center include (summaries provided below):

• Analysis of transmission mechanisms across countries and markets, real and financial, within a global context (using the GVAR methodology) 
• Emergence of China and its effects on US, Europe and Latin America 
• Empirical analysis of financial crisis, contagion and herding behavior 
• Econometric analysis of liquidity in financial markets 
• Multivariate volatility modelling and risk diversification 
• Forecasting and Market Efficiency

Topics of Research