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Distinguished Fellow

image
Roberto S. Mariano
Professor Emeritus
of Economics and Statistics and
fellow of the Wharton
Financial Institutions Center, Wharton School, University of Pennsylvania
  1. Dr Weidong Xu
    Zhe Jiang University
    Period of Visit: Aug 2013 – Feb 2014
  1. Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors', July 28, 2013 (CoFiE-WP-04-2013)
    Download Paper
     
  2. Peter C. B. Phillips, Shu-Ping Shi, Jun Yu, "Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500", July 28, 2013 (CoFiE-WP-03-2013)

Projects for Financial Year 2010

  1. Estimation of Low Frequency Volatility using ACD Models
    SMU Faculty: Tse Yiu Kuen, School of Economics
     
  2. Covariance Risk
    SMU Faculty: Christopher Ting , Lee Kong Chian School of Business

Past and ongoing research in CoFiE has been both methodological and practical, with a strong policy orientation in recent work on bubbles and financial/macroeconomic surveillance. We wish to encourage more industry related research and research with a practical dimension that implements methodological advances, while widening the compass of CoFiE to include any good research in financial econometrics.

Industry Outreach

  • Professor Jun Yu presented on "Early Warning Detection System for Asset Bubbles" at a CFA Singapore lunchtime seminar on 23 August 2011.
Hong Zhang

 

Following discussions between SMU and the Monetary Authority of Singapore, the Sim Kee Boon Institute for Financial Economics (SKBI) was established in July 2008. SKBI's mission is to promote fundamental (academic) and applied (use-driven) research in financial economics relevant to Singapore and the region.  The institute is named in honour of the late Mr Sim Kee Boon to commemorate his many accomplishments in establishing Singapore's modern infrastructure.

About the late Mr Sim Kee Boon

Mr Sim Kee Boon was a leading member of the founding generation of civil servants who, together with Singapore’s political leaders, steered the nation through a period of turbulence and uncertainty to success and stability. His lifetime of dedication to serving the community, the state and society began when he joined the British colonial service upon graduation from Raffles College with a degree in Economics.

SKBI Advisory Board

loh boon chye Loh Boon Chye (Chairman)
Chief Executive Officer,

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