Peter Nigel Smith

Peter Nigel Smith


Former affiliations

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.

Personal profile

Research interests

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.

Collaborations and top research areas from the last five years

Recent external collaboration on country/territory level. Dive into details by clicking on the dots or