Dr Andrea Eross
Associate Professor of Finance
Dr Andrea Eross’s research interests focus broadly on behavioural finance; financial stability and risk management with particular focus on financial regulation; risk contagion; propagation of endogenous risk between financial markets and institutions; formation of financial bubbles and crises; depth of financial crises; development of early warning systems to detect bubbles/crashes; issues related to cryptocurrencies; blockchain technology; green growth and sentiment analysis.
From a methodological viewpoint, her interests lie in applied econometrics with particular focus on non-linear models, Bayesian econometrics and machine learning.
Areas of interest
- • Financial crises, financial bubbles, risk contagion, endogenous risk, financial risk management, early warning systems, green (sustainable) economic and financial growth
Qualifications
- 2007, BSc Economics, major in Finance, Hungary
- 2008, BA European Economy and Management, UK
- 2010, MSc International Finance, UK
- 2015, PhD Finance, UK
Background
Between 2005-2007, Andrea worked as an international insurance claim manager for Europ Assistance Hungary.
Between April-June 2014 Andrea was a visiting academic at the Department of Applied Mathematics and Statistics (Jack Baskin School of Engineering), University of California, Santa Cruz under the supervision of Prof David Draper.
Between September 2015 and June 2016, Andrea was an Adjunct Lecturer of Finance at the University of Southampton.
Recent publications
Projects/Research showcase
Awards
Andrea is a Fellow of the Higher Education Academy, UK.