Professor Evarist Stoja
MBA, PhD (Exon.)
Current positions
Professor of Finance
School of Accounting and Finance - Business School
Contact
Press and media
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Research interests
My main research fields are applied financial econometrics, risk modelling and management and asset pricing. I also have interests in portfolio management, extreme events and financial stability. Here is a link to some of my papers.
See my personal website for details.
Projects and supervisions
Thesis supervisions
Flight to Safety in Financial Modelling
Supervisors
Publications
Recent publications
01/10/2024An Unconventional FX Tail Risk Story
Journal of International Money and Finance
The Taxonomy of Tail Risk
Journal of Financial Research
Does Systematic Tail Risk Matter?
Journal of International Financial Markets, Institutions and Money
Tail Risk Interdependence
International Journal of Finance and Economics
Extreme downside risk and market turbulence
Quantitative Finance
