Personal profile


Andrea received a PhD in Finance from the University of Southampton, UK in 2015. Prior to this, Andrea was awarded a BSc in Economics in 2007 from Edutus College Budapest, Hungary and an MSc in International Finance in 2010 from the University of Dundee, Scotland. She is currently Lecturer in Finance at Heriot-Watt University, Edinburgh, UK. Her research focuses primarily on liquidity risk contagion, endogenous risk, financial crises and the Basel regulations.  

Research interests

Interbank contagion

Financial bubbles and the role of endogenous risk

Cryptocurrencies and P2P protocols

Applied econometrics 

Bayesian modelling

Machine learning 

Roles & Responsibilities

Module coordinator for:

International Banking and Money Markets (pg)

International Banking Institutions and Regulatory Frameworks (pg)


Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

liquidity Social Sciences
market Earth & Environmental Sciences
causal analysis Social Sciences
US citizen Social Sciences
tick Earth & Environmental Sciences
shortage Social Sciences
indicator Social Sciences
aggregation Social Sciences

Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2016 2017

Financial Integration in a Changing World

Byrne, J. P., Eross, A. & Fu, R. 15 Nov 2017

Research output: Working paper

Financial markets
Risk management

The Intraday Dynamics of Bitcoin

Eross, A., Urquhart, A., McGroarty, F. & Wolfe, S. 7 Aug 2017 (Unpublished)

Research output: Working paper

causal analysis
US citizen

An early warning indicator for liquidity shortages in the interbank market: a regime switching approach

Eross, A., Urquhart, A. & Wolfe, S. 8 Jul 2016 (Submitted)

Research output: Contribution to conferencePaper

Great Depression

Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank market

Eross, A., Urquhart, A. & Wolfe, S. 29 Mar 2016 (Accepted/In press) In : European Journal of Finance.

Research output: Contribution to journalArticle

Global financial crisis

Liquidity risk contagion in the Interbank Market

Eross, A., Urquhart, A. & Wolfe, S. Nov 2016 In : Journal of International Financial Markets, Institutions and Money. 45, p. 142–155 14 p.

Research output: Contribution to journalArticle

Open Access

Activities 2013 2016

  • 3 Participation in conference
  • 1 Other

14th INFINITI Conference on International Finance 2016

Eross, A. (Participant)
13 Jun 201614 Jun 2016

Activity: Participation in conference

The 29th Australasian Finance and Banking Conference

Eross, A. (Invited speaker)
14 Dec 201616 Dec 2016

Activity: Participation in conference

Visiting Scholar - University of California, Santa Cruz

Eross, A. (Visitor)
30 Mar 201412 Jun 2014

Activity: Other

International Society for Bayesian Analysis

Eross, A. (Participant)
15 Dec 201317 Dec 2013

Activity: Participation in conference