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Emile-Alexandre Marin

Emile-Alexandre Marin is CERF's fully funded Phd Scholar (2015-2018). Darwin College.

CERF PhD Scholar: Emile-Alexandre Marin

PhD Supervisor: Professor Giancarlo Corsetti

University of Cambridge, Faculty of Economics

PhD Title & Abstract:

Time varying, directional connectedness of bond markets in Europe

The European experience of the recession has been painful and intimately linked to deteriorating macroeconomic fundamentals leading to sovereign default risk. I wish to construct a network of European bond markets using measures of connectedness and investigate the onset of the recession and its propagation from a novel perspective. Importantly, I will be able to investigate the direction of shocks, identifying which markets have been fundamental to the progression of events. In this framework I can analyse the effectiveness of policies conducted at both country and European level, as well as identify coordination benefits. I also aim to identify the importance of access to capital markets for countries facing default and the externalities of this on the Eurozone as a whole. Moreover, using a time-varying adjacency matrix, I can identify how the structure of the network changed over time and after important economic events such as the exclusion of countries from bond markets.

Research Update - August 2018

Research Update - April 2018

Research Update - August 2017

Research Update - April 2017

Research Update - July 2016

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