Szabolcs Sebestyén
- Profile
- Academic Activities
- Scientific Activities
- Other Activities
- Financial economics, financial econometrics, asset pricing, monetary policy, financial markets, credit risk, high-frequency finance, Bayesian econometrics
Type | Program | Institution | Year |
---|---|---|---|
PhD | PhD in Economics | University of Alicante | 2006 |
Curricular Courses
Supervisions
Phd Thesis
Ana Catarina Vilela Lopes Ferreira, ""How does capital requirements composition affect banks´ performance, risk and financial system stability".", Szabolcs Sebestyén, Phd Thesis,
Master Thesis
André Filipe Assunção Damásio, "Prémio de risco para futuros do VIX-squared sob o modelo de Eraker-Wu (2017)", Szabolcs Sebestyén, Master Thesis, Concluded, 2023
Francisca Moreno Damas, "Obrigações Verdes: Explorar o Greenium Corporativo", Szabolcs Sebestyén, Master Thesis, Concluded, 2021
Manuel João Pedro Amaro, "Ajustamento de Capital nos Bancos Portugueses", Szabolcs Sebestyén, Master Thesis, Concluded, 2020
Oxana Nikolaevna Lykova Alves, "A influência das sanções no comércio externo da Rússia", Szabolcs Sebestyén, Master Thesis, Concluded, 2020
Tomas Hlavaty, "Portfolio Optimization Methods, Their Application and Evaluation", Szabolcs Sebestyén, Master Thesis, Concluded, 2018
João Guilherme de Almeida, "Impact of European monetary policy on bank equity prices", Szabolcs Sebestyén, Master Thesis, Concluded, 2017
Yihao Chen, "The Sensitivity Analysis of Views Related Parameters in the Black-Litterman Model", Szabolcs Sebestyén, Master Thesis, Concluded, 2017
Ana Sílvia Boutte Fagulha Baguecho, "The Impact of Capital Controls on Firm Value", Szabolcs Sebestyén, Master Thesis, Concluded, 2016
Ricardo Miguel Furtado Lisboa, "Religion and Modern Finance: Islamic Banking and the use of Derivatives", Szabolcs Sebestyén, Master Thesis, Concluded, 2016
José Pedro Meira Campino, "The Impact of ECB'S Monetary Policy on Euro´s Exchange Rate", Szabolcs Sebestyén, Master Thesis, Concluded, 2015
Marta Rotaru, "Heterogeneity of Lending Rates in the Euro Area and ECB'S Non Standard Measures", Szabolcs Sebestyén, Master Thesis, Concluded, 2013
Afonso Chaves Gomes Romano Pires, "Estratégias Hibridas de Gestão de Portfólios de Investimento", Szabolcs Sebestyén, Master Thesis,
Margaux Lahitette, "Dinâmica da taxa de câmbio e desempenho setorial: Explorando a transmissão internacional no mercado financeiro francês", Szabolcs Sebestyén, Master Thesis,
Kaviesen Kathir, "Factores económicos que influenciam a rentabilidade do investimento na produção terrestre de salmão na China e em Portugal: um estudo comparativo.", Szabolcs Sebestyén, Master Thesis,
Diogo Rocha Ávila, "Análise Empírica da Estrutura Temporal das Taxas de Juro e o Seu Efeito na Yield Curve em Portugal", Szabolcs Sebestyén, Master Thesis,
Pedro Nuno Jacinto Costa Galriça, "The Impact of the Eurosystem's Corporate Security Purchase Programme on the European Green Bond Market", Szabolcs Sebestyén, Master Thesis,
Erwan Peron, "Aplicação de modelos GARCH para estimar as reacções dos mercados bolsistas durante as diferentes fases da pandemia de COVID-19: Casos de França e Portugal", Szabolcs Sebestyén, Master Thesis,
Final Project
Ana Maria Caria da Silva, "The Determinants of the Portuguese Sovereign Debt Spread", Szabolcs Sebestyén, Final Project, Concluded, 2015
André Alexandre Gil Penha, "The Effect of Credit Rating Agencies in Stock Prices Event Study in Germany and Portugal", Szabolcs Sebestyén, Final Project, Concluded, 2015
João Paulo Belo Branco, "How can Rating Agencies Influence the Stock Markets", Szabolcs Sebestyén, Final Project, Concluded, 2012
Scientific Articles in International Journals
León, Á. & Sebestyén, Sz. (2012). New measures of monetary policy surprises and jumps in interest rates. Journal of Banking and Finance. 36 (8), 2323-2343, Ciência-IUL
Andersson, M., Overby, L. J. & Sebestyén, S. (2010). Which news moves the euro area bond market?. German Economic Review. 10 (1), 1-31, Ciência-IUL
Academic Management Roles
Director (2023, 2026)