Marius Matei

Marius Matei

Associate Professor

Prof. Marius Matei is a researcher, econometrician and high frequency data specialist, with publications in leading academic journals. His experience covers a broad range of fields, from central banking gained as Principal Economist in the Systemic Risk Monitoring Division, Financial Stability at the National Bank of Romania.

Marius Matei is Associate Professor at the Faculty of Business Administration in Foreign Languages (FABIZ), Bucharest University of Economic Studies (ASE), researcher, econometrician and high frequency data specialist, with publications in leading academic journals. His experience covers a broad range of fields, from central banking gained as Principal Economist in the Systemic Risk Monitoring Division, Financial Stability Department of the National Bank of Romania, to investments as Senior Quantitative Analyst (Asset Allocation) in the Investments Department of a superannuation fund (Mine Super) in Australia. He also worked as Senior Economist of UniCredit Bank (Romania) and as Senior Economist in the Government of New South Wales (Australia).

He spent a significant portion of his working life in the academic sector. He taught, as Sessional Academic, Econometrics, Finance, Economics and Business units at Macquarie University, University of New South Wales and University of Tasmania (Australia), Barcelona Business School and Valencia Business School (Spain), Carleton University (Canada) and Bucharest University of Economic Studies. He published in Journal of Econometrics, Journal of International Financial Markets, Institutions & Money, Econometrics, Economic Record and Romanian Journal of Economic Forecasting. He also published two books, “Risk and Volatility (Theory, Methods and Econometric Modelling)” and “Techniques of Forecasting Volatility and Returns of High Frequency Time Series. Macro-micro Binomial from the Data Aggregation and Synthetizing Perspective”, as well as chapters in three books. He worked in various research projects at the University of Tasmania, Macquarie University, ESADE Business School and Romanian Academy.

Marius is member of the Editorial Board of Open Economics journal, Journal of Risk and Financial Management, and Romanian Journal of Economic Forecasting. He also served as reviewer for the Journal of Empirical Finance, European Journal of Operational Research, Computational Management Science, Australian Journal of the Agricultural and Resource Economics, Journal of Contemporary Accounting and Economics, and Romanian Journal of Economic Forecasting.

He holds a PhD in Financial Econometrics (ESADE Business School, Spain) and a PhD in Economics (Romanian Academy), with postdoctoral studies at the University of Tasmania (Australia) and the Romanian Academy. He also graduated a Master in Economics (Carleton University, Canada), a Master of Research in Finance (ESADE Business School, Spain) and a Master in International Relations and European Integration (SNSPA). He was visiting scholar at Stanford University (USA) and Aarhus University (CREATES) (Denmark). He attended summer schools at the Oxford University, Nova School of Business, and Wirtschaftsuniversität Wien. He also has a Certificate in Programming (TAFE NSW, Australia), in Business Administration (ESSCA, France), and tutoring (University of New South Wales, Australia).

His research interests are in Econometrics, including Financial Econometrics and Macroeconometrics, Finance, Macroeconomics, Banking and econometric modelling of high frequency data, with a focus on financial stability, volatility, systemic risk, financial crises, contagion and financial flights.