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Dr Stavroula Yfanti

Stavroula

Senior Lecturer in Finance, SBM Database Coordinator

Email: s.yfanti@qmul.ac.uk
Room Number: 4.25D
Website: https://scholar.google.com/citations?user=Kq57RJoAAAAJ&hl=en

Profile

Roles:

Biography:

Dr Stavroula Yfanti is a Senior Lecturer (Associate Professor) in Finance at the School of Business and Management. Before joining Queen Mary in September 2022, Stavroula had a 15-year career in the banking sector and held Lecturer (Assistant Professor) positions at Lancaster University's Management School and Loughborough University's School of Business and Economics. She teaches finance modules at the postgraduate and undergraduate levels.

Dr Yfanti undertakes empirical finance research. She focuses on macro-financial linkages, combining her industry experience in finance and risk measures with macroeconomic variables. By developing macro-financial econometric models, she relates high-frequency financial data to high and low-frequency economic data and explores the spillovers/channels of the bidirectional effects in the first and second moment of the financial and economic time series. She is currently investigating the volatility and correlation pattern of various asset classes driven by macro-financial factors. Her research findings show that financial markets’ dynamic interdependences (e.g., equity, commodity, real estate, CDS markets) are partly attributed to common economic fundamentals, leading to contagion, systemic risk build-ups, and financial instability during crises.

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