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Financial Economics
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Associate Professor -
Professor Emeritus -
Chair; Robert R. Richards Professor of Economics
Latest News
- Professor Neil Bruce Retiring After 25 Years with UW (November 18, 2015)
Events mentioning "Financial Economics"
Research
- Boudt, K., Galanos, A., Payseur, S., and Zivot, E. (2019) "Multivariate GARCH models for large-scale applications: A survey” in Handbook of Statistics 41: Conceptual Econometrics Using R, H. Vinodand C.R. Rao (ed), Elsevier, September 2019.
- M. Koyuncu and S.J. Turnovsky (2016) The Dynamics of Growth and Income Inequality under Progressive Taxation, Journal of Public Economic Theory 18, 560-588.
- Zivot, Eric, and Jiahui Wang. Modeling Financial Time Series with S-Plus, Second Edition. New York: Springer, 2007. Print.
- Bruce, Neil. Public Finance and the American Economy. Boston: Addison-Wesley, 2001. Print.
- Kim, Chang-Jin, and Charles R. Nelson. State-space Models with Regime Switching: Classical and Gibbs-sampling Approaches with Applications. Cambridge, MA: MIT, 1999. Print.
- Brock, Philip Lawton., Michael B. Connolly, and Claudio González Vega. Latin American Debt and Adjustment: External Shocks and Macroeconomic Policies. New York: Praeger, 1989. Print.
- Bateman, H., Eckert, C., Geweke, J., Louviere, J.J., Satchell, S.E. & Thorp, S.J. 2016, 'Risk presentation and retirement portfolio choice', Review of Finance, vol. 20, no. 1, pp. 201-229.
- Lending Standards and Their Impact on Productivity, Forthcoming in the Journal of Economic Dynamics and Control (joint work with NicolásFigueroa)
- Zivot, E., Introduction to Computational Finance and Financial Econometrics with R, CRC Press, forthcoming.
- “Price Discovery Share-An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds,” with Sayed Galib Sultan. Working Paper, August 2020
- “Estimating the Dynamics of Price Discovery,” with Bingchen Yan. Working Paper, January 2010.
- High Stakes Investing Under Uncertainty:Evidence from Texas Shale-Oil Producing Firm. Dissertation.