People

Dr Lyudmyla Lambercy

Lecturer
EBS - Finance
Dr Lyudmyla Lambercy
  • Email

  • Telephone

    +44 (0) 1206 873143

  • Location

    EBS.3.35, Colchester Campus

  • Academic support hours

    You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911

Profile

Qualifications

  • PhD (Cambridge), MSc (NaUKMA, KSE)

Research and professional activities

Conferences and presentations

Conference of the European Financial Management Association, Basel, 2016

Workshop on High-Frequency Finance, University of Essex, Colchester, 2016

Academic Research Seminar, Barclays Bank, London, UK, 2015

Conference on Forecasting Financial Markets, Hannover, 2013

Conference of the Swiss Society for Financial Market Research, Zurich, 2013

SoFiE Conference on Volatility Modelling and Financial Decision Making, Brisbane, 2012

Annual Hedge Fund Research Conference, Paris, 2010

Conference on Market Microstructure: Confronting Many Viewpoints, Paris, 2010

Conference on Individual Decision Making, High Frequency Econometricsand Limit Order Book Dynamics, Warwick, 2009

Publications

Journals (4)

Hvozdyk, L. and Rustanov, S., (2016). The effect of financial transaction tax on market liquidity and volatility: An Italian perspective. International Review of Financial Analysis. 45 (C)

Gnabo, J-Y., Hvozdyk, L. and Lahaye, J., (2014). System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. Journal of International Money and Finance. 48 (PA)

Dungey, M. and Hvozdyk, L., (2012). Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance. 36 (5)

Pesaran, MH., Smith, RP., Yamagata, T. and Hvozdyk, L., (2009). Pairwise Tests of Purchasing Power Parity. Econometric Reviews. 28 (6)

Contact

lhvozdyk@essex.ac.uk
+44 (0) 1206 873143

Location:

EBS.3.35, Colchester Campus

Academic support hours:

You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911