Research output per year
Research output per year
Prof
Accepting PhD Students
PhD projects
Designing, estimating and testing asset pricing models including long-run consumption risk and other consumption-based models as well as assessing the ability of trend-following and other markets based characteristics.
Peter Smith works in macroeconomics, finance and labour economics. He is currently engaged in research in, understanding the role of asset returns in defined contribution prension schemes; the design and evaluation of asset pricing models including long-run consumption risk models and the estimation of the importance of financial market strategies such as trend following in a number of markets such as equities and commodity futures. In labour economics, he has also been working on the evaluation of the gender pay gap.
Peter Smith has been Professor of Economics and Finance at the University of York since 2002. Previously, he held posts at the University of Warwick, Australian National University and the London Business School. He is a research fellow of the Centre for Applied Macroeconomic Analysis (CAMA) at the Australian National University. He has been chair and is currently chair of the Trustees of the Money, Macro and Finance Society.
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Butcher, T., Mumford, K. A. & Smith, P. N.
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
1/05/15 → 30/09/16
Project: Other project (funded) › Restricted grant
1/07/06 → 30/12/06
Project: Research project (funded) › Research
1/09/05 → 31/08/07
Project: Research project (funded) › Research
Peter Nigel Smith (Chair)
Activity: Talk or presentation › Public lecture
Peter Nigel Smith (Examiner (external))
Activity: Examination › Masters
Peter Nigel Smith (Advisor)
Activity: Membership › Society