Sylvia Gottschalk

I joined Middlesex University Business School after working several years as a researcher and forecaster at the National Institute of Economic and Social Research (NIESR). I have worked on a wide range of topics in applied economics, such as exchange rate volatility, the impacts of the Basel Capital Accord in emerging markets, the development of macroeconomic measures of credit risk, the macroeconomic determinants of FDI. More recently, my work has focused on financial economics, fixed-income, asset pricing, and green finance, with a particular focus on computational finance and big data analysis.

I have a PhD in economics from Sussex University and BSc in economics and in physics. I am a member of several learned societies, such as the Institute of Mathematics and Applications (IMA), the London Mathematical Society (LMS) and the Institute of Physics (IoP), and their European associates, where I participate in initiatives linking mathematics and physics to economics and finance.

Applications for PhD in the areas of asset pricing, credit risk modelling, computational finance, green finance, and financial economics as broad areas, are welcome.

I am an associate editor of the journals Beta-Scandinavian Journal of Business Research , and SN Business and Economics

I am the co-director of the Green Finance Research Cluster, along with Dr. Robyn Owen (director). Our research can be found on GreenFin Research