Marius Matei is Associate Professor at the Faculty of Business Administration in Foreign Languages (FABIZ), Bucharest University of Economic Studies (ASE), researcher, econometrician and high frequency data specialist, with publications in leading academic journals. His experience covers a broad range of fields, from investments gained as Senior Quantitative Analyst (Asset Allocation) in the Investments Department of a superannuation fund (Mine Super) in Australia to central banking, gained as Principal Economist in the Systemic Risk Monitoring Division, Financial Stability Department of the National Bank of Romania. He also worked as Senior Economist at UniCredit Bank (Romania) and also as Senior Economist in the Government of New South Wales (Australia).
He spent a significant portion of his working life in the academic sector. He taught, as Sessional Academic, Econometrics, Finance, Economics and Business units at Macquarie University, University of New South Wales and University of Tasmania (Australia), Barcelona Business School and Valencia Business School (Spain), Carleton University (Canada) and Bucharest University of Economic Studies. He published in Journal of Econometrics, Journal of International Financial Markets, Institutions & Money, Econometrics, Economic Record and Romanian Journal of Economic Forecasting. He also published two books, “Risk and Volatility (Theory, Methods and Econometric Modelling)” and “Techniques of Forecasting Volatility and Returns of High Frequency Time Series. Macro-micro Binomial from the Data Aggregation and Synthetizing Perspective”, as well as chapters in three books. He worked in various research projects at the University of Tasmania, Macquarie University, ESADE Business School and Romanian Academy.
Marius is member of the Editorial Board of Open Economics journal, Journal of Risk and Financial Management, and Romanian Journal of Economic Forecasting. He also served as reviewer for the Quantitative Finance, Journal of Empirical Finance, European Journal of Operational Research, Computational Management Science, Australian Journal of the Agricultural and Resource Economics, Journal of Contemporary Accounting and Economics, and Romanian Journal of Economic Forecasting.
He holds a PhD in Management Sciences (from ESADE Business School, Spain) and a PhD in Economics (from the Romanian Academy), with postdoctoral studies at the University of Tasmania (Australia) and the Romanian Academy. He also graduated a Master in Economics (at Carleton University, Canada), a Master of Research in Finance (at ESADE Business School, Spain) and a Master in International Relations and European Integration (at SNSPA). He was visiting scholar at Stanford University (USA) and Aarhus University (CREATES) (Denmark). He attended summer schools at the Oxford University, Nova School of Business, and Wirtschaftsuniversität Wien. He also has a Certificate in Programming (TAFE NSW, Australia), in Business Administration (ESSCA, France), and in academic tutoring (University of New South Wales, Australia).
Marius’ expertise and research are in the fields of investments, risk and financial econometrics applied in the business administration field. His research has been focused on the econometric modeling of financial time series, sampled at short time intervals, for the purposes of volatility modeling and forecasting of the companies’ stocks, financial crisis detection and modelling contagion and its impact on the companies’ businesses, and firms’ decisions to respond to heightened stress or to better market conditions, as well as ranking of the most systemically important companies. His research interests are in risk modelling, finance, macroeconomics, investments and financial stability fields.