ECARES, Solvay Brussels School of Economics and Management, Université libre de Bruxelles
David Veredas is Professor of Quantitative Finance ECARES, an institute of the Solvay Brussels School of Economics and Management at the Université libre de Bruxelles. In 2007 he was a founding member of the Society for Financial Econometrics (SoFiE), since September 2010 he directs the Financial Econometrics group of the School, in 2012 he has been appointed Honorary Visiting Professor at Cass Business School (London).
He is a specialist tail risk, volatility, systemic risk, and vast dimensional financial systems. His research is published regularly in international peer-review journals, including top-field outlets. Training wise, he teaches (or has taught) quantitative risk management and financial econometrics in, among others, the University of Paris IX Dauphine (Paris), Cass Business School (London), the Duisenberg School of Finance (Amsterdam), the Swiss Banking Institute (Zurich), and the New Economic School (Moscow).
He holds a BA in Economics and a BA in Statistics from University Carlos III de Madrid, and a MA and a PhD in Economics from the Université catholique de Louvain (CORE). Prior to joining ECARES, he was a post-doctoral fellow at CIRANO, Montreal, and a Marie Curie post-doctoral fellow at CentER, Tilburg. He has done long-term visits at Stern School of Business of New York University, and the Spanish Central Bank in Madrid.
Articles by David Veredas:
Googling systemically important insurers
22 April 2013, 7051 reads
Mutualising Eurozone sovereign bonds? First of all, tame the tails
24 June 2012, 6579 reads
Reichlin, Turner, Woodford
- Fiscal consolidation: At what speed?Blanchard, Leigh
- Public debt and economic growth, one more timePanizza, Presbitero
- Escaping liquidity traps: Lessons from the UK’s 1930s escapeCrafts
- The lessons of the North Atlantic crisis for economic theory and policyStiglitz
- Rethinking macroeconomic policyBlanchard