Bay campus
Dr Katerina Tsakou

Dr Katerina Tsakou

Lecturer

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Office 218 - 218
Second Floor
School of Management
Bay Campus
Available For Postgraduate Supervision

About

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).

Areas Of Expertise

  • Volatility Modelling and Forecasting
  • Financial Econometrics
  • Risk Management
  • High-Frequency Data

Career Highlights

Research

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.