Marius Matei

Associate Professor

  • Department of Business Administration in Foreign Languages (UNESCO Chair)

  • Bucharest University of Economic Studies

Marius Matei is Associate Professor at the Faculty of Business Administration in Foreign Languages (FABIZ - Department of Business Administration in Foreign Languages, UNESCO Chair) of the Bucharest University of Economic Studies, also an econometrician and high frequency data specialist, with publications in leading academic journals. He also works as Principal Economist in the Systemic Risk Monitoring Division, Financial Stability Department of the National Bank of Romania and as Senior Researcher, grade 1, at the Romanian Academy. He holds a PhD in Management Sciences (core in Financial Econometrics) (from ESADE Business School, Spain) and a PhD in Economics (from the Romanian Academy), with postdoctoral studies at the University of Tasmania (Australia) and the Romanian Academy. He graduated a Master program in Finance (at ESADE Business School, Spain), one in Economics (at Carleton University, Canada) and one in International Relations (at NSPAS, Romania). He taught undergraduate and graduate (at the Master, MBA and Honours levels) courses in Econometrics, Finance, Business Administration and Economics units at Macquarie University, University of New South Wales and University of Tasmania (Australia), Barcelona Business School and Valencia Business School (Spain), Carleton University (Canada) and Bucharest University of Economic Studies. He also worked in Asset Allocation and Investments (Mine Super, Australia) and was the Senior Economist of UniCredit Romania bank. He published in the Journal of Econometrics, Journal of International Financial Markets, Institutions & Money, Economic Record, and Econometrics journals. He has been Visiting Fellow at Stanford University (United States) and at the Center for Research in Econometric Analysis of Time Series (CREATES) of Århus University (Denmark).

Expertise

  • High frequency data modelling
  • Econometric modelling of volatility, risk
  • Financial crises
  • Financial flights and contagion
  • Financial stability

Courses