Curriculum Vitae
September 2023
Enrique Sentana
Date and place of birth: 8
May 1962, Alicante, Spain.
Nationality: Spanish.
UNIVERSITY STUDIES
PhD in Economics, LSE
(Dissertation: "Time-varying volatility and returns on ordinary shares: an
empirical investigation", 1991; supervisor: Sushil
Wadhwani).
MSc in Econometrics and
Mathematical Economics, LSE, 1987, awarded with a Mark of Distinction.
Licenciado en Ciencias
Económicas y Empresariales
(BSc in Economics),
PRIZES AND AWARDS
Premio Rey Jaime I de Economía 2014,
awarded by the Fundacion Valenciana de Estudios Avanzados for highly significant scientific work in Economics.
Sayers Prize 1991/92,
awarded by the
Ely Devons
Prize 1986/87, awarded by the London School of Economics to the best student
registered for the MSc in Econometrics and Mathematical Economics.
Premio Nacional
de Terminación de Estudios Universitarios en Ciencias Económicas y Empresariales
1984/85, awarded by the Spanish Ministry of Education to the three best
national students obtaining a degree in Economics or Business.
Premio Extraordinario
de Licenciatura 1984/85, awarded by the
CURRENT AND PAST
APPOINTMENTS
Professor of Economics at
CEMFI, October 1998 –.
Research Fellow of the CEPR
Financial Economics Programme, January 1998 –.
Senior Research Associate
of the LSE Financial Markets Group, October 1992 - December 2005.
Associate Professor of
Economics at CEMFI, October 1992 – September 1998 (with tenure since
October 1995).
Research Affiliate of the
CEPR Financial Economics Programme, January 1994 – December 1997.
Lecturer in Economics at
the
Academic Member of the LSE
Financial Markets Group, October 1990 – September 1992.
EDITORIAL AND
PROFESSIONAL ACTIVITIES
Learned societies
Econometric Society: Executive Vice-President (May 2018 - December 2022), Fellow (November 2012 - ), Treasurer of the European Standing Committee (August 2005 - July 2014), Member of the 2012 Governance Committtee.
Asociación Española de Economía (Spanish Economic Association): Fellow (January 2008 - ), Past
President (January - December 2007), President (January - December 2006), Vicepresident (January - December 2005), Member of the
Founding Council (December 1996 - December 2001).
Asociación Española de Finanzas (Spanish Finance Association): President (January 2007 - December
2008), Vicepresident (January - December 2006),
Council Member (January - December 2005).
Society for Financial Econometrics: Fellow (June 2014 -).
Academia Europaea: Member (July 2020 -).
International Association for Applied Econometrics: Fellow (October 2020 -).
Journals
Review of Economic Studies: Managing Editor (October 2007 - September 2011), Assistant Editor (October 1998 -
December 2002), Board Member (January 1995 - September 1998; January 2003 - September
2007; October - December 2011), Director (January 2006 - September 2007).
Journal of Financial Econometrics: Co-editor (March 2006 - September 2007),
Associate editor (April 2000 - February 2006)
Investigaciones Económicas: Editorial Committee Member (January 1998 -
December 2000), Board member (January - December 1997, and January 2001 -
December 2004 ).
Journal of Econometrics: Fellow (October 2010), Guest Associate Editor of the themed issue on "Identification, Inference, and Risk".
Económicas: Editorial Committee Member (January 1998 -
December 2000), Board Member (January - December 1997, and January 2001 -
December 2004 ).
Associate Editor of Economica
(January 1996 - December 2008), European
Investment Review (April 2000 - December 2004), Journal of Applied Econometrics (January 2004 - September 2007),
Portuguese Review of Financial Markets
(January 2001- September 2007), Revista de Economía Aplicada (September
1992 - September 2007), Revista de Economía Financiera (February 2002 - December 2007), and Revista Española de Economía (January 1993 - December 1996).
Conferences
Programme Co-chair of the 66th European Meeting of the Econometric Society (
Programme Co-chair of the XIII Finance Forum (
Programme Chair of the XXVI Symposium on Economic Analysis (
Co-organiser of the "Econometric Methods and Empirical Analysis of Micro Data" conference in honour of Manuel Arellano (July 2022), a conference on "Asset Management" at CEMFI (May 2017), the "Celebrating 25 years of TRAMO-SEATS" conference honouring the 70th birthday of Agustín Maravall (March 2014), the 1995
CEPR European Summer Symposium in Financial
Markets; the Bank of Spain Economics
Seminar (October 1993 - July 1996);
and a Symposium Session on "Factor Analysis of Time Series Data" at the 1993 European Congress of the Psychometric
Society.
Member of the Scientific Committees of the World Congress of the Econometric Society (London, 2005 and Shanghai, 2010), the Society for Financial Econometrics Annual Conference (Singapore, 2013, Toronto, 2014, Aarhus, 2015, Hong Kong, 2016, New York, 2017 and Lugano, 2018), the Spanish Meetings on Financial Economics (Bilbao, 1995 and 1998), the Finance Forum (Barcelona, 2004 and Castellón, 2006), the Symposium on Economic Analysis (Barcelona, 1997 and Pamplona, 2004), the Spanish Meetings on Applied Economics (Barcelona, 1998, Zaragoza, 1999, Granada, 2003 and 2013, Vigo, 2004 and Las Palmas, 2014), the Spanish Meetings on International Economics (Tenerife, 2005), the Econometric Society European Meetings (Berlin, 1998, Santiago, 1999, Lausanne, 2001, Venice, 2002, Vienna, 2006, Budapest, 2007, Milan, 2008, Barcelona, 2009 and Oslo, 2011), the European Finance Association Meetings (Barcelona, 2001, Glasgow, 2003, Maastricht, 2004, Stockholm, 2011, Lugano, 2014, Vienna, 2015 and Oslo, 2016), the Annual Conferences of the European Investment Review (Paris, 2001, and London, 2002), the European Economic Association Meetings (Venice, 2002, Stockholm, 2003, Madrid, 2004, Amsterdam, 2005 and Cologne, 2018), the Italian Congress of Econometrics and Empirical Economics (Cagliari, 2021 and 2023), and the Latin America and Caribbean Economic Association Meetings (Madrid, 2002).
Research evaluation
Member of the High Advisory Council for Research, Development and Innovation of the Presidency of the Valencian Autonomous Region (2014 -).
Member of the Academic Council of the Barcelona Graduate School of Economics (2010 -).
Member of the Economic
Panel of the Spanish Research Assessment Agency (2003, 2004 and 2005).
Member of the ICREA Academia Selection Committee (2012).
Member of the Selection Committee for the BBVA Foundation Leonardo Grants for Researchers and Cultural Creators (2016 and 2018).
Referee for many academic journals and the
appointments and promotions committees of several colleges and universities.
INVITED PRESENTATIONS
Advances in Econometrics conference in honour of Joon Y. Park, Indiana University (September 2023), European Meeting of the Econometric Society, Barcelona (August 2023), Workshop in Financial Econometrics, ESADE, Barcelona (May 2023), Conference on Climate Finance and the Hydrogen Economy, ICADE, Madrid (May 2023), Workshop on Empirical Microeconomics and Applied Econometrics in honour of Manuel Arellano, Universidad Internacional de Andalucía, Baeza (September 2022), Econometrics Conference in honour of Eric Renault, CIREQ, Montreal (May 2022), European Seminar on Bayesian Econometrics, Universidad Carlos III, Madrid (September 2021), 11th RCEA Money, Macro and Finance Conference (July 2021), International Association of Applied Econometrics Annual Conference, Erasmus University, Rotterdam (June 2021), Virtual Workshop on Financial Econometrics, Durahm University (June 2020), Computational and Financial Econometrics, London (December 2019), China Meeting of the Econometric Society, Guangzhou (June 2019), Asia Meeting of the Econometric Society, Xiamen (June 2019), Financial Econometrics Conference, Toulouse School of Economics (May 2019), 50 Years of Econometrics at Keynes College, University of Kent (September 2018), China Meeting of the Econometric Society, Shanghai (June 2018), Financial Engineering and Risk Management, Fudan University, Shanghai (June 2018), Mathematical and Statistical Methods for Actuarial Sciences and Finance, Universidad Carlos III, Madrid (April 2018), Mad Bar II, Universitat Pompeu Fabra (September 2017), New Methods for the Empirical Analysis of Financial Markets, SanFI and Universidad de Cantabria (June 2017), Financial Econometrics Conference, Toulouse School of Economics (May 2017), Finance and Econometrics Workshop, University of Southampton (May 2017), 6th Annual Econometrics Workshop, University of Liverpool Management School (April 2017), Computational Methods in Econometrics: a workshop in honour of Giorgio Calzolari, Università de Firenze (October 2016), Time Series Econometrics and Applications in Macroeconometrics and Finance, Barcelona GSE Summer Forum (June 2016), MMF Workshop on Empirical Modelling of Financial Markets, Brunel University London (May 2015), Workshop in Time Series Econometrics, Universidad de Zaragoza (April 2015), Conference on Indirect Estimation Methods in Finance and Economics, Universität Konstanz (May, 2014), Financial Econometrics Conference, Toulouse School of Economics (May 2013), Time Series Econometrics Conference in honour of Andrew Harvey, Oxford MAN Institute (June 2012),
1st Swiss Finance Institute Financial Econometrics Workshop, Universität Zürich (February 2012), FMG 25th Anniversary Conference, LSE Financial Markets Group (January 2012),
Measuring Risk Conference, Princeton (October 2011),
Conference in honour of M. Hashem Pesaran, Cambridge (July 2011), Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant,
Toulouse School of Economics (May 2011), II Society for Financial
Econometrics Annual Conference, Swiss Finance Institute, Geneva (June 2009),
Financial Econometrics Conference, Toulouse School of Economics (May 2009),
Chicago/London Conference on Financial Markets, Cass Business School (December
2008), Advances in Portfolio Optimization Workshop, Imperial College, London
(October 2008), Methods in International Finance Network, 2nd Annual Workshop,
IESE Business School, Barcelona (June 2008), Journal of Applied Econometrics
Conference on Distributional Dynamics, CEMFI, Madrid (June 2008), Royal Economic
Society Annual Conference, Special Session on Financial Econometrics,
University of Warwick (March 2008), European Meeting of the Econometric
Society, Budapest (August 2007), Financial Econometrics Conference, Imperial
College, London (May 2007), Presidential Lecture, XXXI Symposium on Economic
Analysis, Oviedo (December 2006), Multivariate Modelling in Finance and Risk
Management Conference, Sonderborg (June 2006),
Financial Econometrics Workshop, CREST, Paris, (May 2006), Dependence in
Finance Conference, Cass Business School, London (May 2006), Financial
Econometrics Conference, CIREQ-CIRANO, Montreal (May 2006), Time Series
Econometrics Workshop, Queen Mary, University of London (November 2005), ESRC
Econometric Study Group Seminar, IFS, London (May 2005), FMG Research Students:
A Retrospective, LSE Financial Markets Group (November 2004), Empirical Finance
Workshop, University of Aarhus (November 2004), III
Workshop on International Economics, Universidad de Málaga
(November 2003), XI Foro de Finanzas,
Universidad de Alicante (November 2003), Symposium on
New Frontiers in Financial Volatility Modelling, Florence (May 2003), Univariate and Multivariate Models for Asset Pricing, CIREQ-CIRANO-MITACS, Montreal (May 2002), AUEB Financial
Econometrics Conference, Delphi (May 2001), III Workshop on Empirical Finance,
LSE Financial Markets Group (May 2001), XI EC² Meeting, Trinity College, Dublin
(December 2000), XV Jornadas de Alicante
sobre Economía Española, Universidad de Alicante
(October 2000), III Encuentro de Economía
Aplicada, Universidad de Valencia (June 2000),
CEMAF/ISCTE V Anniversary Conference, Lisbon (February 2000), X EC2 Meeting,
Universidad Carlos III de Madrid (December 1999), XXme
Encontre France-Belge de Statisticiens, Université Libre de Bruxelles (November
1999), Econometrics and Financial Time Series, Isaac Newton Institute, University of Cambridge (October 1998) and ESRC Econometric Study Group Annual Conference, Bristol (July 1997).
SEMINARS
Vanderbilt University (September 2023), University of Southern California (April 2023), University of California Los Angeles (April 2023), Universidad de Alicante (March 2023), Federal Reseve Bank of New York (March 2023), New York University (February 2023), American University in Cairo (September 2022), Seoul National University (August 2022), Banco de Portugal (March 2022), Harvard University (April 2020),
New York University (March 2020), Boston College (March 2020), Boston University (March 2020), Universitat de les Illes Balears (October 2019), University of California Los Angeles (May 2019), University of California San Diego (April 2019), University of Chicago (April 2019), Yale University (April 2019), Universitat Pompeu Fabra (January 2019), Banca d'Italia (November 2018), Einaudi Institute for Economics and Finance (November 2018), University of Tokyo (May 2018), GRIPS (May 2018), Universidad CEU Cardenal Herrera (April 2018), Queens College, CUNY (March 2018), CREST (October 2017), Universidad de Alicante (September 2017), Universität Konstanz (July 2017), University of Chicago (March 2017), University College London (December 2016), McCombs School of Business (November 2016), University of Texas at Austin (November 2016), University of Pennsylvania (October 2016),
London School of Economics (March 2016), Universidad de Alicante (November 2015), Amsterdam Econometrics Seminar (October 2015), Université de Genève (September 2015), Universidad CEU Cardenal Herrera (September 2015), PUC Rio (August 2015), Fundação Getulio Vargas (August 2015), Harvard/MIT Econometrics Workshop (April 2015), Harvard Business School (March 2015), Université de Montréal (March 2015), University of Exeter Business School (December 2014), Universidad de Murcia (October 2014), European University Institute (October 2013), Yale University (September 2013), Duke University (September 2013), Wharton School, University of Pennsylvania (September 2013), University of Cambridge (May 2003), Columbia University (April 2013), Georgetwon University (April 2013), University of Pennsylvania (April 2013), Princeton University (March 2013), Toulouse School of Economics (March 2013), ECARES/ ULB (February 2013), Montréal Joint Econometrics Seminar (November 2012), Bank of Canada (October 2012), Koç Üniversitesi (October 2012), University of Essex (October 2012), University of St. Andrews (September 2012), Malinvaud Seminar, CREST-INSEE (June 2012), Banque de France (March 2012), Université de Genève (February 2012), Imperial College, London (November, 2011), University of Edinburgh (October and November, 2011), Indiana University (October 2011), Universidad de Málaga (April 2011), LBS/UCL Macro Seminar (March 2011), Oxford MAN Institute (March 2011), Warwick Business School (January 2011), Universitat Pompeu Fabra (January 2011), London School of Economics (December 2010), Princeton University (October 2010), Wharton School, University of Pennsylvania (October 2010), Universidad de Alicante (May, 2010), Università de la Svizzera Italiana (April, 2010), Erasmus University (March, 2010), Universidad Complutense (November 2009), Universidad Pablo de Olavide (October 2009), Universitat Pompeu Fabra (October 2009), Universidad Carlos III (October 2009), University of Brown (September 2009), Johns Hopkins University (September 2009), Universidad de Murcia (May 2009), Toulouse School of Economics (May 2009), HEC Paris (March 2009), ESCP-EAP Paris (February 2009), HEC Lausanne (October 2008), University of Pennsylvania (September 2008), Yale University (September 2008), Queen Mary, University of London (December 2007), Kellogg School of Management, Northwestern University, (October 2007), Boston University (September 2007), Athens University of Economics and Business (May 2007), Imperial College (March 2007), New York University (September 2006), Columbia University (September 2006), CREST, INSEE (April 2006), Universidad de Oviedo (March 2006), Université de Toulouse (December 2005), London School of Economics (November 2005), University of California Berkeley (September 2005), Marshall School of Business, University of Southern California (August 2005), Universidad Pública de Navarra (June 2005), Università di Firenze (March 2005), Universitat de les Illes Balears (March 2005), INSEAD (December 2004), CORE, Catholic University of Louvain (October 2004), University of Sidney (April 2004), Australian National University (April 2004), Monash University (March 2004), Universidad de Valencia (March 2004), Université de Montréal (April 2003), Universidad del País Vasco (April 2003), Universidad de las Palmas de Gran Canaria (March 2003), Universidad Complutense (March 2003), Saïd Business School, University of Oxford (March 2003), London School of Economics (January 2003), Universidad de Málaga (January 2003), Universidad de Alicante (November 2002), Research Triangle Econometrics Seminar, North Carolina (November 2001), Universidad Carlos III (October 2001), University of York (March 2001), Universidad Torcuato di Tella (November 2000), CIRANO, Montréal (November 2000), Université de Montréal (November 2000), London School of Economics (June 2000), University of Cambridge (May 2000), University College London (April 2000), Kellogg School of Management, Northwestern University (April 1999),University of Chicago (April 1999), Federal Reserve Bank of Minneapolis (April 1999) Athens University of Economics and Business (April 1999), Ente Einaudi, Roma (February 1999), Bank of England (July 1998), London School of Economics (July 1998), Malinvaud Seminar, CREST-INSEE (October 1997), University College London (May 1997), London School of Economics (May 1997), Universidad del País Vasco (February 1996), Bank of England (June 1995), London School of Economics (June 1995), Universidad de Alicante (February 1995), Banco de Portugal (November 1994), Universidad Complutense (March 1994), Universidad del País Vasco (January 1994), Universitat Pompeu Fabra (October 1993), London School of Economics (December 1992), HEC Paris (November 1992), Princeton University (November 1992), Federal Reserve Board of Governors (November 1992), Graduate School of Business, University of Chicago (November 1992), London Business School (February 1992), Institute of Economics and Statistics, University of Oxford (February 1992), Universidad Carlos III (January 1992), Banco de España (January 1992), CEMFI (January 1992), University of Southampton (October 1991), Fundación BBV, Bilbao (September 1991), Tilburg University (July 1991), Instituto de Análisis Económico, Barcelona (March 1991), Universitat Autònoma de Barcelona (March 1991) and Banco de España (February 1990).
GRADUATE TEACHING Cátedra "la Caixa" Economía y Sociedad, Caixaforum Madrid (March 2018), Budapest School for Central Bank Studies, Central Bank of Hungary (March 2016), Advanced Summer School in Economics and Econometrics, University of Crete (July-August 2014), Solvay Brussels School of Economics and Management, ULB (February 2014), European University Institute (October 2013), Università di Bologna (April 2013), Edinburgh Business School (November 2011), Indiana University (October 2011), USC Marshall School of Business (August 2005), Q-Finance, Universidad del Pais Vasco (May 2005), Università Ca' Foscari, Venice (November 2003), CIDE Summer School, Bertinoro (June 2002), Universitat Pompeu Fabra, Barcelona (February-March 2002, February 2010, January 2011 and January-February 2019), Università Tor Vergata, Rome (September 2001), I Royal Economic Society Easter School in Econometrics, Nuffield College, Oxford (April 2001), ISCTE, Lisbon (March 2001), Universidad de Valencia (April 1997), Universidad de Alicante (March 1994 and March-May 1996), Finnish Postgraduate Programme in Economics, Tampere (September-October 1991) and Universidad Internacional Menéndez Pelayo (July 1991). PhD SUPERVISION Advisor
Alessandro Galesi, "Essays on housing and macroeconomic dynamics", jointly with C. Michelacci, Universidad Internacional Menéndez Pelayo, 2015.
Elena Manresa, "Studies in the econometrics of panel data with applications to growth, social interactions and asset pricing", jointly with S. Bonhomme, Universidad Internacional Menéndez Pelayo, 2015.
Carlos González Aguado, "Dependence and credit risk", Universidad Internacional Menéndez Pelayo, 2010.
F. Javier Mencía, "An evaluation of the use of
non-Gaussian distributions in risk management", Universidad Pública de Navarra, 2006.
Antonio Díez de los Ríos, "Risk and return in
international financial markets: an empirical investigation", Universidad
de Málaga, 2004.
Francisco Peñaranda, "Econometric testing in finance: mean-variance spanning, return
predictability and derivative pricing", Universidad Complutense
de Madrid, 2003.
Ángel
León, "Continuous time stochastic processes and their application to
the valuation of derivative financial assets", Universidad de Alicante, 1998.
Committee member
Victor Sancibrián, Universidad
Internacional Menéndez Pelayo, 2025 (expected).
Utso Pal Mustafi, Universidad
Internacional Menéndez Pelayo, 2024 (expected).
Xinyue Bei, Duke University, 2024 (expected).
Julio Gálvez, Universidad
Internacional Menéndez Pelayo, 2018.
Julio A. Crego, Universidad
Internacional Menéndez Pelayo, 2017.
Examiner
Siqi Wei, Universidad Internacional Menéndez Pelayo (July 2022), Pedro A. García Ares, University of Exeter Business School (December 2014), Christian Reusch, London School of Economics (September 2008), Laura Hospido, Universidad de Santiago de Compostela (November 2007), Prosper Dovonon, Université de Montreal (November 2007), Helena Chuliá, Universidad de Valencia (October 2007), Pedro Albarrán, Universidad Complutense de Madrid (June 2005), José Olmo, Universidad Carlos III de Madrid (June 2005), Steffen Sørensen, University of York (November 2004), Juan Carlos Escanciano, Universidad Carlos III de Madrid (July 2004), Helena Veiga, Universidad Autónoma de Barcelona (April 2004), Nuno Fernandes, Universidad de Navarra (July 2003), Antonio Rubia, Universidad de Alicante (October 2001), Roberto Pascual, Universidad Carlos III de Madrid (March 2001), Roberto Blanco, Universidad del Pais Vasco (October 1998), Paz Rico, Universidad de Valencia (September 1997) and Mª Victoria Estebán, Universidad del Pais Vasco (February 1996).
Back to main page
Last revised: 30th September 2023