Researcher at CNRS (National Center of Scientific Research)
HDR
EconomiX (UMR 7235 CNRS / University of Paris Nanterre)
Bat. G "Maurice Allais", bur. 518
Université Paris Nanterre
200 avenue de la République
92001 Nanterre
Tél : +33 1 40 97 78 48, +33 6 23 76 66 35
Email : uctum@parisnanterre.fr
Past Employment
Senior Experimental Officer,
Department of Economics, Southampton University, U.K.
1989
Education
HDR University Paris-Ouest Nanterre la Défense, 2002
PhD University Paris-X Nanterre, 1989
M.A. University Paris-X Nanterre, 1982
B.A. University Paris-X Nanterre, 1980
Fiels of interest
Price expectations and risk on real and financial markets
Microstructure of financial markets, intraday volatilities and macro and firm-specific news
Exchange rate dynamics, order flows and carry trade
International investment flows, country risks and structural shocks
Sustainability of the public debt in industrial and developing economies
Econometric modelling of structural change
Work under review or in progress
"Exchange rates and order flows midst crises and structural changes", with T. Mutafoglu and M. Uctum.
"Evolutionary dynamics in inflation expectations formation", with I. El Ouadghiri
"Modelling ex-ante risk premia in the crude oil market", with G. Prat
Conferences
5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 3-4, 2021.
5th International Symposium on Computational Economics and Finance (ISCEF), Paris, April 12-14, 2018.
35th International Symposium on Money, Banking and Finance (GDRE), Aix-en-Provence, June 7-8, 2018.
3d International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 1-2, 2017.
8th Rimini Centre of Economic Analysis (RCEA) Macro-Money-Finance Workshop , Rimini, May 18-19, 2017.
33d International Symposium on Money, Banking and Finance (GDRE), Clermont-Ferrand, 7-8 July, 2016.
2d Wage - ILO workshop, Geneva, June 30 - July 1, 2016 (invited).
2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 4-5, 2015.
21st Forecasting Financial Markets Conference, Marseille, May 21-23, 2014.
3d International Symposium in Computational Economics and Finance (ISCEF), Paris, April 10-12 , 2014.
12th INFINITI Conference on International Finance, Prato (Italy), June 9-10, 2014.
31èmes Journées Internationales d'Economie Monétaire, Bancaire et Financière (GDRE Monnaie, Banque, Finance), Lyon, June 19-20, 2014.
XXXVII Simposio de la Asociación Española de Economía (SEAe 2012), Vigo (Spain), December 13-15, 2012.
8th AFE Conference, Samos (Greece), june 30 - July 2, 2011.
59th Annual Meeting of the Midwest Finance Association, Las Vegas, February 24-27, 2010.
27ème Journées d’Economie Monétaire et Bancaire, GDRE « Monnaie, Banque, Finance », Bordeaux, 17-18 Juin, 2010.
15th World Congress of the International Economic Association, Istanbul, June 25-29, 2008.
24th symposium of the European Research Group (GDRE) "Money, Banking and Finance", Rennes, June 14-15, 2007.
5th INFINITY Conference on International Finance, Dublin, June 11-12, 2007.
93d International Conference of the Applied Econometrics Association (AEA), Athens, October 19-20, 2006.
Congrès international de l'AFFI, Poitiers, 26-27 Juin, 2006.
12th Global Finance Conference, Dublin, June 27-29, 2005.
LIVème Congrès de l'AFSE, Paris, 15-16 Septembre, 2005.
Faculté de Sciences Economiques et de Gestion de Sfax, Sfax (Tunisie), November 18-23, 2003 (invited).
82d International Conference of the Applied Econometrics Association (AEA), Toledo, November 6-7, 2003.
XVIIIèmes Journées Internationales d’Economie Monétaire et Bancaire, Pau, June 21-22, 2001.
Xth International Conference on the Foundations and applications of Utility, Risk and decision theory (F.U.R. X), Torino, May 30 - June 2, 2001.
XVIèmes Journées Internationales d'Economie Monétaire et Bancaire, Lisbon, June 7-9, 2000.
Rutgers University, Rutgers, New-Jersey (USA), March 5, 1999 (invited).
Graduate Center, City University of New-York (CUNY), New-York (USA), March 9, 1999 (invited).
Strathclyde University, Glasgow (Scotland), December 12, 1997 (invited).
3rd French-Polish Macroeconomic modelling seminar, Lodz (Poland), May 14-15, 1990 (invited).
Teaching
"Nonlinear models of financial markets: theories and methods", Doctoral course, 2014-present
"Exchange rate dynamics, theoretical foundations and empirical results", M.A.2 GdA and BMM course, 1994-2013
"Mathematics for Economics", ESLSCA Business School, Paris, 2002-2008
"Expectations in Financial Markets", Faculty of Economics and Management of Sfax, Tunisia, 2003
"Money, price, production", University Pars-X Nanterre, 1991-1993
"Quantitative techniques for economics", University Pars-X Nanterre, 1991-1998
"Microeconomics", University of Antilles-Guyane, Guyana, 1991
"Quantitative methods, University of Southampton, U.K., 1990
Supervision and coordination activities
Supervision of Ph.D. Dissertations
Supervision of MA2 Master theses linked to the seminar "Price Dynamics in Financial Markets" (MA2 GdA)
Co-director of the M.A.2 Research Seminar "Price Dynamics in Financial Markets" (formerly "Expectations, uncertainty and financial market dynamics"), with G. Prat, since october 2002
Co-organizer of the "Lunch" Séminars of EconomiX, with O. Renault, since september 2018
Organizer of the Research Séminars of MODEM (former UMR 7545), october 2002-may 2005
Co-organizer of the International Monetary Macroeconomics Séminar of the EOS Doctorate School, with A. Bénassy-Quéré, october 2002-may2005
Committees
Member of the Scientific Boards of the International Conferences ICABE (2016), FMND (since 2013) and ISCEF (since 2014)
Member of the Economics Department Committee (CCD), section 5, 2013-2015
Member of the EconomiX Team Council, 2005-2008
Member appointed to the Economists Committee at the University of Cachan, 1999-2003
Member of the MODEM Team Council, 1998-2005
Member of the National Committee of Scientific Research, section 37, 1995-2000
Member of the Faculty Council, 1995-1998
Member of the Economists Committee, 1992-1995
Member of the IEAE Team Council, 1990-1993
Language skills
English, French, Turkish written and spoken fluently,
good working knowledge of Spanish and Portuguese
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