Katerina joined Swansea University in January 2017 as a Lecturer in Finance. She obtained her PhD from the University of Stirling (2017). She holds an MSc in Finance and Economics (2011) from the University of Southampton and a BSc in Economics (2008) from the University of Crete (Greece).

Katerina's research focuses on the areas of financial volatility and financial econometrics. She has particular interest in modelling and forecasting stock index volatility and realized volatility, and with applications to risk management.

Publications

  1. Tsakou, K. Volatility forecasting across tanker freight rates: The role of oil price shocks Transportation Research Part E: Logistics and Transportation Review 118 376 391
  2. Tsakou, K. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models Journal of Futures Markets 36 12 1127 1163

Teaching

  • MN-1502 Finance

    This module provides students with an understanding of structure and functions of financial systems, and introduces them to quantitative techniques used in investment and financial decision making at a basic level in preparation for further development of these subjects later in the degree.

  • MN-M585 Applied Data Analytics

    This module provides students with experience in describing, analysing and making inference from data as well as reporting the results and presenting the data with different visualization techniques. It introduces students to tools and software (STATA, Tableau) useful to their careers.

Supervision

  • Compensation Consultants and CEO's Motivation to Engage in/Complete Merger & Acquisition Activities (current)

    Student name:
    PhD
    Other supervisor: Ms Katerina Tsakou
    Other supervisor: Prof Sasha Talavera