Dr Jeo H Lee [ jl85@soas.ac.uk]
School of Finance & Management SOAS University of London
COURSES
Summer School Course: Finance & Risk Management in the Global Economy
DL COURSE
Financial Econometrics (C359 & M459)
Risk Management: Principles & Applications (C323 & M423)
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Book & Book chapters
“Key Element of Financial Risk Management and Derivatives”
Financial Analysis I, Bloomsbury Social Science Publications, London. ISBN 978-0-9568996-0-6. 2011.​
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Innovative Economic Policies for Climate Change Mitigation, V. Piana (ed), "Climate Valuation and Location Choice: Evidence from the UK”.
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Rome, Italy, 2009. http://www.amazon.de/Innovative-Economic-Policies-Climate-Mitigation/dp/1445285851. 2009.
Articles & Research Papers
[New] Evaluating System Imbalance Forecasting Models for the United Kingdom Electricity Market
[New] Disturptions & Digital Banking Trends [Download]
"Capital Mobility, Financial Development & Growth, Sub-Saharan Africa" [Dowonload]
"The economic impacts of ocean acidification on
shellfish fisheries and aquaculture in the United Kingdom" [Dowonload]
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"Economic valuation of marine litter and microplastic pollution" [Dowonload]
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in the marine environment: An initial assessment of the case of the United Kingdom" 2015
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"Filters and GARCH Methods for Nonstationary Sequences" [Dowonload]
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& the Effect of New Exchange Rate Regime"
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Journal of Risk and Diversification. 2013
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American Journal of Scientific Research. 2012
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"Currency Risk and Volatility Spillover in Emerging Foreign Exchange Markets"
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International Research Journal of Finance and Economics, Vol. 44, 2009
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“The stationarity estimation of the UK labour force: 1974-2010”
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The Research Journal of Business and Economics Modelling. 2011
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Applied Economics Letters, AEL-08-0479 (with G. Stewart).
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“Excess Reserves and Macroeconomic Instability”
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: presentation paper, International Symposium on Economic
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theory, policy and applications, Athens, Greece, 2007
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“The Impact of Recent Regulatory Initiatives in Small Offshore Financial Centres”
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Research Journal of International Studies. 2011
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Approaches to measuring, limiting and managing risks (BIS, BSBC, Basel Accord
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Credit Risk | Market Risk | Liquidity Risk | Operational Risk
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Financial Econometrics
Download Software: (1) Download R 4.0.3 for Windows
(2) Download RStudio Desktop 1.3.1093 for Windows
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List of Central Banks for Macroeconomic Data(165 Countries)
Azerbaijan: Central Bank of Azerbaijan Republic
National Bank of the Republic of Belarus
Central Bank of West African States (BCEAO) Benin
Royal Monetary Authority of Bhutan
Central Bank of Bosnia and Herzegovina
Central Bank of West African States (BCEAO) Burkina Faso
Bank of the Republic of Burundi
Bank of Central African States (Cameroon)
Cayman Islands Monetary Authority
Bank of Central African States (Central African Republic)
Bank of Central African States (Chad)
Bank of Central African States (Congo)
Central Bank of West African States (BCEAO):Cote dIvoire
Central Bank of the Dominican Republic
Eastern Caribbean Central Bank
Central Reserve Bank of El Salvador
Bank of Central African States (Equatorial Guinea)
Bank of Central African States (Gabon)
Central Bank of West African States (BCEAO) Guinea Bissau
The Central Bank of the Islamic Republic of Iran
Central Bank and Financial Services Authority of Ireland
National Bank of the Kyrgyz Republic
National Bank of the Republic of Macedonia
Central Bank of West African States (BCEAO) Mali
Bank of the Netherlands Antilles
Central Bank of West African States (BCEAO) Niger
Central Bank of the Republic of San Marino
Central Bank of West African States (BCEAO) Senegal
Monetary Authority of Singapore
Central Bank of Solomon Islands
Central Bank of West African States (BCEAO) Togo
National Reserve Bank of Tonga
Central Bank of Trinidad and Tobago
Central Bank of the Republic of Turkey
Central Bank of United Arab Emirates
Board of Governors of the Federal Reserve System (Washington)
Federal Reserve Bank of New York