Dr Evarist Stoja

Dr Evarist Stoja

Dr Evarist Stoja
Reader in Finance

2.12, 15-19 Tyndalls Park Road,
The Priory Road Complex, Priory Road, Clifton
BS8 1TU
(See a map)

e.stoja@bristol.ac.uk

Telephone Number (0117) 39 41497

favicon  Curriculum Vitae

Department of Accounting and Finance

Research

Evarist Stoja's research interests are in the areas of applied financial econometrics, risk modelling and management and asset pricing.

Here is a link to some of my papers

Teaching

ACCG30014: Financial Markets and Corporate Finance
ECONM2035: MSc Asset Pricing

Fields of interest

Applied Financial Econometrics, Risk Modelling, Asset Pricing



Key publications

  1. Stoja, E & Polanski, A 2014, ‘Co-Dependence of Extreme Events in High Frequency FX Returns’. Journal of International Money and Finance, vol 44., pp. 164-178
  2. Stoja, E & Polanski, A 2013, ‘Multidimensional Risk and Risk Dependence’. Journal of Banking and Finance, vol 37., pp. 3286-3294
  3. Stoja, E & Polanski, A 2012, ‘Efficient Evaluation of Multidimensional Time-Varying Density Forecasts with Applications to Risk Management’. International Journal of Forecasting.
  4. Stoja, E, Harris, F, Yilmaz, Ra & 2011, ‘A Cyclical Model of Exchange Rate Volatility’. Journal of Banking and Finance, vol 35., pp. 3055 - 3064
  5. Stoja, E, Harris, J, Shen, Ra & 2010, ‘The Limits to Minimum Variance Hedging’. Journal of Business Finance and Accounting, vol 37., pp. 737 - 761

Latest publications

  1. Stoja, E & Polanski, A 2011, ‘Dynamic density forecasts for multivariate asset returns’. Journal of Forecasting, vol 30., pp. 523 - 540
  2. Stoja, E & Tucker, J 2011, ‘Industry membership and capital structure dynamics in the UK’. International Review of Financial Analysis, vol 20., pp. 207 - 214
  3. Stoja, E & Polanski, A 2010, ‘Incorporating Higher Moments into Value-at-Risk Forecasting’. Journal of Forecasting, vol 29., pp. 523 - 535
  4. Stoja, E, Harris, F, Yilmaz, Ra & 2009, ‘Day-of-the-Month Effects in the Performance of Momentum Trading Strategies in the Foreign Exchange Market’. Journal of Trading, vol 4., pp. 48 - 55
  5. Stoja, E 2007, ‘The Capital Structure Decision’. in: N Hyndman, DG McKillop (eds) Cases in Management Accounting and Business Finance. Institute of Chartered Accountants in Ireland, pp. 135 - 140
  6. Harris, R, Stoja, E & Tucker, J 2007, ‘A simplified approach to modeling the co-movement of asset returns’. Journal of Futures Markets, vol 27 (6)., pp. 575 - 598

Full publications list in the University of Bristol publications system

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