Miguel Gavilan Rubio
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Email
magavi@essex.ac.uk -
Location
Colchester Campus
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Academic support hours
Mondays: 11.30 to 12.30 Mondays: 14.30 to 15.30
Profile
Qualifications
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PhD Economics University of Essex,
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MSc Macroeconomic Policy and Financial Markets Barcelona Graduate School of Economics, (2014)
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MSc Economics Complutense University of Madrid, (2013)
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BSc + MSc Economics - International Economics Complutense University of Madrid, (2012)
Appointments
Other academic
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Lecturer, Economics, University of Essex (10/9/2018 - present)
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Senior Graduate Teaching Assistant, Economics, University of Essex (1/10/2015 - 30/9/2018)
Research and professional activities
Conferences and presentations
Heterogenous effects of monetary policy in the Euro Area: a factor- augmented VAR approach
13th International Conference “Challenges of Europe: Growth, Competitiveness, Innovation and Well-being”, Split, Croatia, 24/5/2019
Heterogenous effects of monetary policy in the Euro Area: a factor- augmented VAR approach
Weekly Research Seminar, Complutense Institute of Economic Analysis, Madrid, Spain, 10/4/2019
EMIR data and Sovereign CDS Seminar
Invited presentation, EMIR Users Group, Frankfurt am Main, Germany, 19/9/2018
The European Sovereign CDS market
FIP Internal Seminar, Frankfurt am Main, Germany, 16/8/2018
He Sends, She Sends: Analyzing Reciprocity in a Payment System
Invited presentation, 15th Simulator Seminar on Quantitative Analysis of FMIs, Helsinki, Finland, 1/9/2017
SPEI’s Diary: Econometric Analysis of a Dynamic Network
Invited presentation, Financial Market Infrastructure Conference II, Amsterdam, Netherlands, 7/6/2017
Analyzing structural instabili0es in SPEI: An empirical study for more than a decade of opera0ons
Invited presentation, Workshop on the Modelling and Simulation of Payments and Other Financial System Infrastructures, Ottawa, Canada, 27/11/2016
Multivariate Dynamic Analysis of the Electronic Interbank Payment System
Invited presentation, Internal Seminar - Payment Services Research Division, Mexico City, Mexico, 8/9/2016
Publications
Journal articles (1)
Gavilan-Rubio, MA. and Alexandrova-Kabadjova, B., (2017). SPEI’s diary: econometric analysis of a dynamic network. Journal of Financial Market Infrastructures. 6 (2/3), 93-119
Contact
Academic support hours:
Mondays: 11.30 to 12.30 Mondays: 14.30 to 15.30
