Groups & Publications

Groups & Publications

Curriculum Vitae

Profile

Personal

Name Szabolcs Sebestyén
Department Department of Finance
Category Assistant Professor
Research group Finance
Last update Undefined

Teaching and Research Interests

  • Financial economics, financial econometrics, asset pricing, monetary policy, financial markets, credit risk, high-frequency finance, Bayesian econometrics

Qualifications

Type Course Institution Year
Doctorate degree PhD in Economics University of Alicante 2006

Contacts

E-mail
OfficeD5.29
Phone217650525
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Academic activities

Courses

"Corporate Finance (1st Cycle)"
"International Finance (2nd Cycle)" (Coordinator)
"Finance for International Business (Mim)" (Coordinator)
"Investments"
"Investments (6ects)" (Coordinator)
"Asset Pricing I" (Coordinator)

Supervisions

Master Thesis

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

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
Joăo Paulo Belo Branco, "How can Rating Agencies Influence the Stock Markets", Szabolcs Sebestyén, Final Project, Concluded, 2012

Scientific Activities

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, Cięncia-IUL, Indexada (SCOPUS/ISI)
Andersson, M., Overby, L. J. & Sebestyén, S. (2010). Which news moves the euro area bond market?. German Economic Review. 10 (1), 1-31, Cięncia-IUL, Indexada (SCOPUS/ISI)

Other Activities