Dr Andrea Eross

Assistant Professor of Finance and UG Finance Programmes Director

Dr Andrea Eross’s research interests focus broadly on behavioural finance; financial stability and risk management with particular focus on financial regulation; liquidity risk; systemic risk; risk contagion; propagation of endogenous risk between financial markets and institutions; the formation of financial bubbles and crises; depth of financial crises; development of early warning systems to detect bubbles;  issues related to cryptocurrencies; blockchain technology; and sentiment analysis.

From a methodological viewpoint, her interests lie in applied econometrics with particular focus on non-linear models, Bayesian econometrics, spatial statistics and machine learning.

Areas of interest

  • Financial crises, financial bubbles, risk contagion, endogenous risk, financial risk management, early warning systems.

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 coordinator 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. 

Key publications

View all publications on Research Portal External link

Projects/Research showcase

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Awards

Andrea is a Fellow of the Higher Education Academy, UK.