Jérôme Lahaye

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