Expertise

Econometrics, finance

Biography

A CIRANO Associate Researcher and Fellow since 1994, Eric Ghysels is the Edward M. Bernstein Distinguished Professor of Economics at the University of North Carolina at Chapel Hill and Professor of Finance at the Kenan-Flagler Business School. He is also the Founding Co-President of the Society for Financial Econometrics (SoFiE). He is a Fellow of the American Statistical Association, Fellow of the Journal of Econometrics, Fellow of the Society for Financial Econometrics and holds a Honorary Doctorate from HEC Liege. He is currently co-editor of the Journal of Applied Econometrics and Faculty Research Director of the Rethinc.Labs at the Kenan Institute.

Holding a Ph.D. in Managerial Economics and Decision Science from the Kellogg Graduate School of Management at Northwestern University, his main research interests are time series econometrics and finance. His most recent research focuses on MIDAS (meaning Mi(xed) Da(ta) S(ampling)) regression models and related econometric methods, machine learning, artificial intelligence, big data, FinTech, and quantum computing applications in finance.

He was a Resident Scholar at the Federal Reserve Bank of New York during the 2008-2009 financial crisis and a Duisenberg Fellow at the European Central Bank in 2011 during the sovereign debt crisis.

He has been a visiting professor or scholar at several major U.S., European and Asian universities.

He served on the editorial boards of several academic journals and was co-editor of the Journal of Business and Economic Statistics and editor of the Journal of Financial Econometrics.

He has published in the leading economics, finance and statistics journals and has published several books.

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CIRANO Publications by Eric Ghysels

As an author