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FULOP Andras

Department : Finance
Professor
Campus de Cergy

Contact

Diplomas

  • 2006 : Ph.D. in Finance (Rotman School of Management, Canada )
  • 2000 : M.A. in Economics, University of Toronto, Canada (University of Toronto, Canada )
  • 1999 : M.Sc. in Economics (Budapest University of Economic Sciences, Hungary )

Career

    Full-time academic appointments

    • 2019 - Present : Professor, Finance Department (ESSEC Business School, France)
    • 2013 - 2019 : Associate Professor (ESSEC Business School, France)
    • 2006 - 2013 : Assistant Professor (ESSEC Business School, France)

    Other Academic Appointments

      • 2016 - Present : Visiting Researcher (Bundesbank, Germany)
      • 2012 - 2013 : Research Consultant (Hungarian National Bank, Research Division, Hungary)
      • 2005 : Visiting Researcher (Hungarian National Bank, Research Division, Hungary)
      • 2016 - 2019 : Co-Head and then Head of Department, Department of Finance (ESSEC Business School, France)

    Professional appointments

    • 2006 : Training on Credit Derivatives ( Eurotitrisation, Hungary)

Awards

  • 2019 : ESSEC Foundation White Project Award (ESSEC Foundation)
  • 2017 : China International Risk Forum, Best Paper Prize
  • 2015 : Best Paper Award on Derivatives, IFSID, Montreal Institute of Structured Finance and Derivatives, Northern Finance Association Annual meeting, for the article "Transparency Regime Initiatives and Liquidity in the CDS Market".

Grants

  • 2020 : I-Site Ambition SMCECON (France)
  • 2017 : Europlace Institute of Finance and Labex Louis Bachelier Research Grant
  • 2014 : Merlion Workshop Grant
  • 2008 : Research Grant from NYSE-Euronext (joint with L. Lescourret)
  • 2000 : Harvey Rourke Fellowship
  • 1999 : Soros Foundation Fellowship
  • 1999 : Soros Foundation Fellowship (Soros Foundation)
  • 1999 : University of Toronto Fellowship (University of Toronto, Canada)

Journal articles

Book chapters

Conference Proceedings

Presentations at an Academic or Professional conference

Working Papers

Research activities

    Senior or Associate Editor

  • 2019 - Present : Journal of Financial Econometrics
  • 2015 - Present : Journal of Multinational Financial Management
  • Reviewer for a journal

  • Reviewer for Econometrica; Empirical Economics; International Journal of Computer Mathematics; Journal of Applied Econometrics; Journal of Banking and Finance; Journal of Business and Economic Statistics; Journal of Credit Risk; Journal of Econometrics; Journal of Economic Dynamics and Control; Journal of Financial Econometrics; Journal of the American Statistical Association; Journal of the Royal Statistical Society: Series B (Statistical Methodology); Management Science; Mathematical Finance; Studies in Nonlinear Dynamics and Econometrics
  • Organization of a conference or a seminar

  • 2019 Workshop on Monte Carlo Methods and Approximate Dynamic Programming with Applications in Finance
  • 2018 5th Empirical Finance Workshop, ESSEC Business School, France
  • 2018 Workshop on Bayesian Methods in Finance
  • 2017 4th Empirical Finance Workshop, ESSEC Business School, France
  • 2016 3rd Empirical Finance Workshop, ESSEC Business School, France
  • 2015 2nd Empirical Finance Workshop, ESSEC Business School, France
  • 2015 International Dauphine-ESSEC-SMU Conference on Systemic Risk
  • 2014 European Seminar on Bayesian Econometrics, Paris, France

Theses

  • 2019 : WAN Runqing (ESSEC Business School), Thesis co-director, First placement: Assistant Professor in Finance - Capital University of Economics and Business, Beijing, China