Jérôme Lahaye
Associate Professor of Economics at Fordham University
Schools
- Fordham University
Links
Biography
Fordham University
Dr. Lahaye received his Ph.D. in Economics from Académie Louvain (University of Louvain-la-Neuve and Namur). His research interests are in applied econometrics (non-parametric and parametric), volatility estimation, state-space models, particle filters, international economics and finance, asset price distribution dynamics, and macro news impact on asset prices.
My primary research interests are in applied econometrics (non-parametric and parametric), volatility and jump estimation, state-space models, particle filters, international finance, asset price distribution dynamics, market microstructure.
EDUCATION
- Ph.D., University of Louvain-la-Neuve and Namur (Belgium)
SPECIALIZATION
- Applied Econometrics
- Time Series
- International Economics and Finance
POSITIONS
- Associate professor (with tenure), Fordham University, Economics Department, 2017 - present
- Assistant professor (tenure track), Fordham University, Economics Department, 2011 - 2017
- Junior Lecturer, University of Lausanne, HEC, Institute of Banking and Finance, 2009 - 2011
- FINRISK member (Swiss National Competence Centre for Finance Research), 2009 - 2011
- Research and teaching assistant - PhD student, University of Namur (Economics Dpt. and Center for Research in Finance and Management), University of Louvain-la-Neuve - CORE (econometrics group), December 2004 - 2009
- Teaching assistant, University of Liège - Economics Department, 2000 - 2004
Read about executive education
Other experts
Popular Courses
The Positive Leader: Deep Change and Organizational Transformation
Stephen M. Ross School of Business
Ann Arbor, Michigan, United States
Dec 1
Private Equity: Investing and Creating Value
The Wharton School
Philadelphia, Pennsylvania, United States
Feb 2, 2025
Leading People and Teams
ESMT
Berlin, Germany
Nov 19
Looking for an expert?
Contact us and we'll find the best option for you.