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The Prospects for Global Financial Stability

Presented by: 
R Engle New York University
Date: 
Friday 26th September 2014 - 11:30 to 12:15
Venue: 
INI Seminar Room 1
Session Title: 
Systemic Risk Indicators
Abstract: 
Nobel Prize-winning economist Robert F. Engle will present his thoughts on The Prospects for Global Financial Stability during the final session of Monitoring Systemic Risk: Data, Models and Metrics, the second workshop on the INI programme Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches.

Prof Engle is the Michael Armellino Professor of Finance at the New York University Stern School of Business. He was awarded the 2003 Nobel Prize in Economics, which he shared with Prof Clive W. J. Granger of the University of California, San Diego, for his work developing new statistical models of volatility that captured the tendency of stock prices and other financial variables to move between high volatility and low volatility periods.

Amongst other achievements, he is also co-founding president of the Society for Financial Econometrics, a nonprofit group based at New York University. Prof Engle earned his doctorate in Economics and a Master of Science in Physics from Cornell University following his Bachelor of Science which he earned at Williams College. He taught economics at MIT and the University of California, San Diego before joining New York University in 2000.

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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons