Central Bank Intervention and Properties of the 1920's Currency Markets
|Date||29th May 2002|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
He has a PhD from the London School of Economics (1978) and has been at MSU since 1986. He has also been a part time professor at Queen Mary, University of London since 1999. His main research interests are in time series econometrics, international finance, international economics and asset pricing. He has published one book and almost sixty articles in major professional journals, including Econometrica, Journal of Finance, Journal of the American Statistical Association, Journal of Econometrics and the Journal of International Economics. His research has covered such topics as the properties of prediction from dynamic econometric models, statistical models of volatility, models of exchange rate determination and risk premium, and the effects of central bank intervention in currency markets. Professor Baillie is a Fellow of the American Statistical Association, a Fellow of the Journal of Econometrics, a Co-Editor of the Journal of Empirical Finance, and has also served on the editorial board of a number of other journals. He is also listed in Who's Who in Economics and Who's Who in America. He has also been a frequent research associate at the Federal Reserve Bank of Cleveland.