Rare Disasters and the Equity Premium in a Two-Country World
|Date||13 February 2008|
|Time||13:00-14:00 (Timezone: Europe/London)|
|Venue||ICMA Centre, Room G03/04|
His first academic post was as a lecturer at the University of Manchester Institute of Science and Technology. In 1991, he was appointed to the Chair of Finance at the University of Stirling, and since 1995, he has held a similar post at Cardiff University. His presentations at international conferences and publications in academic journals cover a wide range of subjects including: inflation and the Phillips Curve, exchange rates and currency markets, stock and bond markets, index futures, mutual funds. His recent work has focussed on Asian markets, microstructural issues and the pricing of extreme event risk. He is author of the widely-used textbook ?Exchange Rates and International Finance? (5th edition forthcoming 2008). In addition to being a consultant to a number of major financial institutions, hedge funds etc, he has been involved in training market professionals in the UK and Europe. In the public sphere, he has written a number of articles in national newspapers, mainly on the subject of European Monetary Union, and makes frequent appearances on TV and radio.