Current PhD students
Thesis title: Economic Significance of Empirical Exchange Rate Models: an Investigation of the Empirical Exchange Rate Models Conditional on Economic Variables.
Thesis title: Econometric models in financial economics.
Co-supervisor: Professor Gabriel Talmain
Thesis title: Exchange rates microstructures
Co-supervisor: Professor Christian Ewald
Thesis title: Credit Risk Modeling for Multinational Development Banks.
Thesis title: Risk Management and Optimal Security Design under Asymmetric Information.
Co-supervisor: J Crosby
Thesis title: Modelling financial risk with Copula methods
Thesis title: Exchange rate dynamics: macro puzzles, micro empirics, meso theory and meta information.
Co-supervisor: Professor Ronald MacDonald
Thesis title: Risk management/Credit Risk/Forecasting Default in China's Real Estate Companies.Co-supervisor: Dr Minjoo Kim
(2011) Hyunsok Kim
Thesis title: Exchange Rates and Non-Linear Models.
(2008) Ke Fei You
Thesis on: Exchange Rates in Emerging Markets (completed-full time
job as a Lecturer in Finance at the LondonMet Business School).
CV: Mario Cerrato
Mario visited UBS, London, for a week in July 2010 to work on a joint project. UBS is one of the leading financial institutions in the world.
He has been invited to visit the Central Bank of Ireland in March 2011.
Boyarchenko, N., Cerrato, M., Crosby, J. and Hodges, S. (2013). 'No Good Deals - No Bad Models, Staff Report, Federal Reserve Bank of New York
Cerrato, M. (2011). 'A Note on The Italian 2011-2014 Budget Plan'.
Cerrato, M., de Peretti, C., Larsson, R. and Sarantis, N. (2011). 'A nonlinear panel unit root test under cross section dependence', Discusssion Paper 2011-08, Business School, University of Glasgow.
Cerrato, M., Kim, H. and MacDonald, R. (2010). 'Microstructure order flow: statistical and economic evaluation of nonlinear forecasts', Discussion Paper 2010-30, Business School, University of Glasgow.
Cerrato, M. (2010). 'The rise and fall of the ASB market', Discussion Paper 2010-28, Business School, University of Glasgow.
Cerrato, M., Kadow, A. and MacDonald, R. (2010).'Does the euro dominate Central and Eastern European money markets?', Discussion Paper 2010-21, Business School, University of Glasgow.
Cerrato, M., Kim, H. and MacDonald, R. (2010). 'Nominal interest rates and stationarity ', Discussion Paper 2010-17, Business School, University of Glasgow.
Cerrato, M., Kim, H. and MacDonald, R. (2010). 'Equilibrium exchange rate determination and multiple structural changes', Discussion Paper 2010-14, Business School, University of Glasgow.
Details of Mario's working papers can be found on his RePEc profile on the RePEc website.