People

Dr Carlos Diaz Vela

Lecturer in Finance

School/Department: School of Business

Telephone: +44 (0)116 252 5368

Email: cdv7@leicester.ac.uk

Address: Heron House, office 2.10, Brookfield. London Road. Leicester, LE2 1RQ

Profile

I am a Lecturer in Finance at the University of Leicester School of Business and Director of Learning and Teaching of the Economics, Finance and Accounting Department and Programme Lead of the MSc Finance by Distance Learning. I finished my PhD in Economics in Spain and joined the University of Leicester in 2013. Since joining the University I have held different teaching and administrative responsibilities. I have experience supervising dissertations at an undergraduate and postgraduate level, and I have co-supervised two PhD students. I am a Fellow of the Higher Education Academy.

Research

My current research interests include

  • Applied Econometrics
  • Time Series Analysis
  • Macroeconomic Forecasting
  • Empirical Finance
  • Density Forecasting
  • Forecasting with Financial Derivatives

I am currently working on the effect of non-standard measures monetary policy such as central bank forecasts and communication on inflation expectations and asset prices

Publications

(0)

Journal Publications

Working papers

  • Shah, I., Di­az, C. and Wang, Y. (2017), "Revisiting the Dynamic Effects of Oil Price Shocks on Small Developing Economies", Bath Economics Research Working Papers 65/17.
  • Charemza, W., Diaz, C. and Makarova, S. (2015) "Choosing the Right Skew Normal Distribution: the Macroeconomist' Dilemma", University of Leicester Department of Economics Discussion Paper 15/08.
    http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp15-08.pdf

Work in progress
"The Effect of the Bank of England Expected Inflation Uncertainty on Private Forecasters' Disagreement"

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Supervision

Current PhD students

  • Pierre Ngon A Mbara
  • Sarra ben Salem

I am willing to supervise PhD students interested in my research interests

Teaching

  • EC3070: Financial Derivatives
  • EC3081: Mathematical Finance
  • EC7084: Theory of Finance
  • EC7106: C++ Programming for Finance
  • EC7106: Advanced Financial Risk Management
  • Supervision of undergraduate and postgraduate dissertations

Conferences

• 6th Conference of the International Association of Applied Econometrics Nicosia (Cyprus) June 25-28 2019

• 12th International Conference on Computational and Financial Econometrics Pisa (Italy) 14-16 December 2018

• 11th International Conference on Computational and Financial Econometrics London (UK) 16-18 December 2017

• 2nd Econometric Research in Finance Workshop Warsaw (Poland) 15 September 2017

• 70th European Meeting of the Econometric Society Lisbon (Portugal) 21-24 August 2017

• 24th Forecasting Financial Markets Conference Liverpool (UK) 24-26 May 2017

• 10th International Conference on Computational and Financial Econometrics Seville (Spain) 9-11 December2016

• 3rd Conference of the International Association of Applied Econometrics Milan (Italy) 22-25 June 2016

• 36th International Symposium on Forecasting. Santander (Spain) 20-22 June 2016

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