Research Domains

Research agenda

The research agenda of the Center for Reserach in Finance and Management (CeReFiM) is articulated around four main axes: financial economics, macro and monetary economics, international economics, and quantitative methods. The first research domain concerns financial markets and institutions, risk management (especially systemic risk and contagion) as well as corporate finance, among others.

Secondly, some members of the center also focus on Macroeconomics and Monetary Economics. In this branch, professors and researchers are particularly interested in issues pertaining to central bank behavior and communication as well as the understanding of the movements and interrelations of macroeconomic aggregates.

The third main axe of the center covers the broad theme of International Finance and Economics: foreign exchange market, international lending and investment, micro- and macroeconomic aspects of international finance.

Finally, the last main axe is composed of more technical research domains such as financial econometrics, DSGE modeling, as well as financial networks. In addition, the center has developed econometric and statistical methods to apprehend high-frequency data.


1. Financial Economics

  • General Financial Markets
  • Portfolio Optimization
  • Information and Market Efficiency
  • Financial Risk Management
  • Systemic Risk and Contagion
  • Financial Institutions and Services
  • Financial Markets Microstructure
  • Financial Crises
  • Corporate Finance       


2. Macroeconomics and Monetary Economics

  • Monetary Policy
  • Central Banking
  • Macroeconomic Policy
  • Public Economics
  • Fiscal Policy
  • Policy Coordination

3. International Economics and International Finance

  • Foreign Exchange
  • International lending and Debt Problems
  • International Financial Policy
  • Economic Development
  • Macro and microeconomic Impacts
  • Macroeconomic Aspects of International Finance
  • International Investment

4. Mathematical and Quantitative Methods

  • Econometric Modeling
  • DSGE
  • High-frequency Data
  • Time-Series Models
  • Econometric and Statistical Methods