Our group focuses on all aspects of quantitative and empirical financial modelling.
We draw expertise from areas as diverse as applied stochastic modelling, financial econometrics, banking, microstructure and asset pricing.
Researchers from the University of Texas-Pan American and Durham University Business School compared the recent market boom and bust with previous run-ups and downturns in the housing market. While extant studies rely on a single measure to capture appreciation and depreciation rates, Diego Escobari and Damien Damianov, using US data, break down housing markets in price segments and study the differences in their dynamics.Read More
A study by Anamaria Nicolae and Dennis Philip of Durham University Business School on Stock Market Literacy, Trust and Participation looks at the reasons why some households invest in stocks and shares while others do not. Possible theories explaining non-participation include levels of optimism, the IQ of the investors (or non-investors), their political leanings and level of education. Read More
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