Peter Nigel Smith

Peter Nigel Smith


Former affiliations
  • Phone(01904) 323765

Accepting PhD Students

PhD projects

<p>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.</p>

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Personal profile

Research interests

Peter Smith works in macroeconomics, labour economics and finance. He is currently engaged in research in 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 and carry in a number of markets such as equities and commodity futures. In labour economics, he has also been working on the evaluation of the importance of firm vs individual characteristics in the determination of relative wages.


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 vice-president of the Money, Macro and Finance Research Group (MMF).


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