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PhD position in Quantitative Financial History within the MFP-COFUND at URV, Spain

01-07-2020 21:44

In 2020, one selected candidate will be the beneficiary of a 3-year working contract with all benefits attached. The contract includes high level interdisciplinary, intersectoral, and international training with personalized career development plan involving soft-skills training, secondments and mentoring. Over 50 partner organisations actively support this programme.

The position is based on an individual project: Financial Integration in Europe during the 19th-20th Centuries, in the PhD programme of Economics and Business.

The European H2020 Marie Skłodowska-Curie MFP-COFUND Doctoral Programme offers:
 • One of the best salaries at doctoral level in Europe. In addition to the salary, the URV will contribute up to €7,500 each year to the doctoral student’s research costs.
 • An international environment, supported by adherence to the European Charter for Researchers and the Code of Conduct for the Recruitment of Researchers.
 • Enrolment in excellent doctoral programmes.
 • Secondments at international (and in some cases intersectoral) partner organizations.
 • Access to a comprehensive research training package, together with an attractive transversal skills programme.
 • Opportunity to do research in a top 500 universities in the world (78 in THE Young universities ranking).
 • Access to high-quality facilities and infrastructure for research & innovation.
 • Gender balanced, Open, Transparent and Merit based Recruitment.
 • Equal opportunities for all.
 Eligibility criteria
 • Comply with the MSCA mobility rule:
 ◦ The candidate, of any nationality, must not have resided or carried out their main activity in Spain for more than 12 months in the 3 years immediately prior to the call deadline.
 • ESR eligibility criteria:
 ◦ Early-stage researchers (ESR) shall, at the call deadline, be in the first 4 years (full-time equivalent research experience) of their research careers and have not been awarded a doctoral degree.
 • Comply with the conditions for PhD enrolment at URV.
 

The aim of the current project is to measure financial comovements and spillover effects among the European markets and those between the European and world markets. To that end, we plan to provide a systematic and finely detailed quantitative assessment of the evolution of these financial links over a long‐time span covering almost two centuries of data. In this setting, an interesting hypothesis to test is how strong were the links in the local European markets during the long nineteenth century and how this affected their integration in the twentieth century. The final aim of the project to analyse European financial comovements and spillovers in a global perspective and in relation to North America, Asia, Latin America and Middle East, answering the question of whether and when international European financial linkages strengthened. The project adopts several useful econometric techniques such as regime‐ switching models (threshold, Markov‐switching), structural break methods, common factor models, fractional integration, vector autoregressions (VAR models) and the Diebold‐Yilmaz financial connectedness methods. We will also pay a special attention to identification of financial market‐specific shocks to analyse a propagation of information from one market to the others. 

 

Martí i Franquès COFUND Doctoral Programme
mfp.cofund[at]urv.cat 
+34 977 55 81 73

This project has received funding from the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 945413.

More info: https://www.urv.cat/en/research/support/programmes/marti-franques/cofund/

 


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Η Δράση Αναβάθμιση και Ανανέωση του ιστοχώρου της Ελληνικής Εταιρείας Οικονομικής Ιστορίας χρηματοδοτείται από το Κοινωφελές Ίδρυμα Ιωάννη Σ. Λάτση, στο πλαίσιο του Προγράμματος Ενίσχυσης Επιστημονικών Εταιρειών 2016