Dr Sylvia Gottschalk


Dr Sylvia Gottschalk
NameDr Sylvia Gottschalk
Job titleSenior Lecturer in Economics
Research institute
Primary appointmentAccounting, Finance & Economics
Email addressS.Gottschalk@mdx.ac.uk
ORCIDhttps://orcid.org/0000-0002-8629-7209
Contact categoryResearcher

Biography

Biography

I joined Middlesex University Business School after working several years as a researcher and forecaster at the National Institute of Economic and Social Research (NIESR). I have worked on a wide range of topics in applied economics, including financial economics, fixed-income, asset pricing, and green finance, with a particular focus on computational finance and big data analysis. 

I am a member of several learned societies, such as the Institute of Mathematics and Applications (IMA), the London Mathematical Society (LMS) and the Institute of Physics (IoP), and their European associates,  where I participate in initiatives linking mathematics and physics to economics and finance.

I am an associate editor of the journals Beta-Scandinavian  Journal of Business Research (https://www.idunn.no/beta?languageId=2#/about) , and SN Business and Economics (https://www.springer.com/journal/43546

Teaching

My main teaching interests are fixed-income analysis, derivatives and structured products, financial econometrics, behavioural finance, and decision theory.

I have supervised several DPhil students, on interest rate risk, credit risk, population and environmental damage, and on the interaction of institutional, macroeconomic and corporate determinants of profit in global banking.

Modules taught:

FIN2150 Securities and Derivatives; FIN3170 Applied Financial Econometrics; FIN3230 Data Science and Machine Learning in Finance; FIN3240 Fundamentals of Green Finance; FIN3150 Decision Theory

Education and qualifications

Grants

Prizes and Awards

External activities

Research outputs

Demand for external finance by environmentally-motivated SMEs: An exploration of geographical disparities and potential in relation to Net Zero

Gottschalk, S. and Owen, R. 2023. Demand for external finance by environmentally-motivated SMEs: An exploration of geographical disparities and potential in relation to Net Zero. London, UK Enterprise Research Centre (ERC).

Institutional and geopolitical aspects of bond spreads impacts on corporate capital structure in emerging markets

Gottschalk, S. and Ndang, B. 2023. Institutional and geopolitical aspects of bond spreads impacts on corporate capital structure in emerging markets. Global Business & Economics Review. 28 (3), pp. 266-297. https://doi.org/10.1504/GBER.2023.129996

International financial regulation of cryptoassets and asset-backed tokens

Gottschalk, S. 2023. International financial regulation of cryptoassets and asset-backed tokens. in: Kim, S. (ed.) Fintech, Pandemic, and the Financial System: Challenges and Opportunities Bingley, UK Emerald Publishing Limited. pp. 145-181

Digital currency price formation: a production cost perspective

Gottschalk, S. 2022. Digital currency price formation: a production cost perspective. Quantitative Finance and Economics. 6 (4), pp. 669-695. https://doi.org/10.3934/QFE.2022030

Social Enterprise: Market Trends 2019

Owen, R., Lyon, F., Vickers, I. and Gottschalk, S. 2021. Social Enterprise: Market Trends 2019. London DCMS.

From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, S. 2021. From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. International Journal of Finance and Economics. 28 (3), pp. 2843-2873. https://doi.org/10.1002/ijfe.2567

A closed-form formula for pricing bonds between coupon payments

Gottschalk, S. 2018. A closed-form formula for pricing bonds between coupon payments. Mathematical Finance Letters. 2018, pp. 1-16. https://doi.org/10.28919/mfl/3650

Entropy measure of credit risk in highly correlated markets

Gottschalk, S. 2017. Entropy measure of credit risk in highly correlated markets. Physica A: Statistical Mechanics and its Applications. 478, pp. 11-19. https://doi.org/10.1016/j.physa.2017.02.083

Capital adequacy requirements in emerging markets

Barrell, R. and Gottschalk, S. 2010. Capital adequacy requirements in emerging markets. in: Gottschalk, R. (ed.) The Basel Capital Accords in developing countries: Challenges for development finance London, UK. Palgrave Macmillan. pp. 97-140

The impact of the financial crisis on the Euro area

Holland, D., Barrell, R., Fic, T., Gottschalk, S., Hurst, I., Liadze, I. and Orazgani, A. 2008. The impact of the financial crisis on the Euro area. National Institute Economic Review. 206, pp. 90-100. https://doi.org/10.1177/0027950108099854

The impact of EMU on growth and employment

European Commission, Directorate General Economic and Financial Affairs, Barrell, R., Gottschalk, S., Holland, D., Khoman, E., Liazde, I. and Pomerantz, O. 2008. The impact of EMU on growth and employment. Brussels ,Belgium European Commission. https://doi.org/10.2765/63598

Foreign direct investment and exchange rate uncertainty in South‐East Asia

Gottschalk, S. and Hall, S. 2008. Foreign direct investment and exchange rate uncertainty in South‐East Asia. International Journal of Finance and Economics. 13 (4), pp. 349-359. https://doi.org/10.1002/ijfe.355

Fiscal policy in Europe

Barrell, R. and Gottschalk, S. 2007. Fiscal policy in Europe. National Institute Economic Review. 201 (1), pp. 33-36. https://doi.org/10.1177/0027950107083047

The volatility of the output gap in the G7

Barrell, R. and Gottschalk, S. 2004. The volatility of the output gap in the G7. National Institute Economic Review. 188, pp. 100-107. https://doi.org/10.1177/00279501041881008

Macroeconomic policy in Europe: Experiments with monetary responses and fiscal impulses

Barrell, R., Becker, B., Byrne, J., Gottschalk, S., Hurst, I. and van Welsum, D. 2004. Macroeconomic policy in Europe: Experiments with monetary responses and fiscal impulses. Economic Modelling. 21 (5), pp. 877-931. https://doi.org/10.1016/j.econmod.2003.10.005

Product quality and the international location of manufacturing industry

Gottschalk, S. 2002. Product quality and the international location of manufacturing industry. Journal of economic integration. 17 (2), pp. 363-376. https://doi.org/10.11130/jei.2002.17.2.363

Can market size outweigh adverse comparative advantage?

Gottschalk, S. 2002. Can market size outweigh adverse comparative advantage? Journal of International Trade and Economic Development. 11 (1), pp. 43-61. https://doi.org/10.1080/09638190110093154
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