Szabolcs Sebestyén
Assistant Professor, ISCTE-IUL Business School
Szabolcs Sebestyén got a PhD in Economics from the University of Alicante (Spain) under the supervision of Gabriel Pérez-Quirós (Bank of Spain). He is currently an Assistant Professor in the Department of Finance of ISCTE-IUL Business School. His research interests include financial econometrics, empirical asset pricing, term structure modellling, credit markets and monetary policy. His current research focuses on the recent financial turmoil, in particular, money market tensions, sovereign debt issues and the relation between sovereign risk and risk of the banking system. Moreover, during his three internships at the European Central Bank he gained a solid knowledge and great interest about monetary policy and central banking. He is also strongly interested in Bayesian econometric methods.
Research interests:
Financial econometrics, monetary policy, credit risk and credit markets, empirical asset pricing, high-frequency finance, Bayesian econometrics
Contact information:
Avenida das Forças Armadas
1649-026 Lisboa, Portugal
Email: Email contact form
