If you made any changes in Pure these will be visible here soon.

Personal profile

Biography

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, systemic risk

Financial bubbles and the role of endogenous risk

Applied econometrics 

Bayesian modelling

Natural Language Processing/Machine learning 

Roles & Responsibilities

Undergraduate Programme Director for Finance programmes

Module coordinator for:

International Banking and Money Markets (postgraduate)

International Banking Institutions and Regulatory Frameworks (postgraduate)

Capital Markets (postgraduate)

 

Fingerprint Dive into the research topics where Andrea Eross is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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

Research Output

An early warning indicator for liquidity shortages in the interbank market

Eross, A., Urquhart, A. & Wolfe, S., Jul 2019, In : International Journal of Finance and Economics. 24, 3, p. 1300-1312 13 p.

Research output: Contribution to journalArticle

  • Open Access
    File
  • 36 Downloads (Pure)

    The Intraday Dynamics of Bitcoin

    Eross, A., McGroarty, F., Urquhart, A. & Wolfe, S., Oct 2019, In : Research in International Business and Finance. 49, p. 71-81 11 p.

    Research output: Contribution to journalArticle

  • 196 Downloads (Pure)
    Open Access
    File
  • 3 Downloads (Pure)

    Financial Integration in a Changing World

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

    Research output: Working paper

    File
  • Activities

    • 6 Participation in conference
    • 1 Other

    Vietnam Symposium on Banking and Finance

    Andrea Eross (Speaker)
    25 Oct 201827 Oct 2018

    Activity: Participating in or organising an eventParticipation in conference

    8th ESOBE Annual Workshop 2017

    Andrea Eross (Participant)
    26 Oct 201727 Oct 2017

    Activity: Participating in or organising an eventParticipation in conference

    Paris Financial Management Conference

    Andrea Eross (Speaker)
    18 Dec 201720 Dec 2017

    Activity: Participating in or organising an eventParticipation in conference

    29th Australasian Finance and Banking Conference 2016

    Andrea Eross (Speaker)
    14 Dec 201616 Dec 2016

    Activity: Participating in or organising an eventParticipation in conference

    14th INFINITI Conference on International Finance 2016

    Andrea Eross (Speaker)
    13 Jun 201614 Jun 2016

    Activity: Participating in or organising an eventParticipation in conference