University College Dublin
Dr Mark Hallam received his BSc and MSc in Economics and Finance from the University of York, before moving to City University London where he completed his PhD in Economics in 2013. After this, worked at Koç University in Istanbul as a postdoctoral researcher and adjunct lecturer, subsequently moving to the FMC2 research cluster at UCD in June 2015.
Mark’s research interests span a range of financial and time series econometric topics, with a particular focus on the modelling of financial returns and volatility, bootstrap and other resampling methods, the financial applications of fractal processes and stochastic dominance. His current research at FMC2 focuses on macro-financial connectedness and spillovers.