Statistical Model Selection with `Big Data' by Sir David Hendry

A lecturer in finance at the ICMA Centre, Dr. Ogonna Nneji, recently featured in Creditflux, a leading industry credit magazine with around 10,000 readers in the credit markets. His short article was co-authored with Dr. Davide Avino, a research fellow at the Financial Mathematics and Computation Cluster (FMC2), University College Dublin Smurfit Business School and previous ICMA Centre PhD student. Their article titled "Finding inefficiencies in iTraxx" provides evidence that the credit default swaps market in Europe is inefficient and could be exploited by credit investors.

A lot is being written in the daily press about the immediate financial consequences of the triggering of Article 50. Depending on which source you use and at what time of the day a short piece has been written and posted online, the sterling seems to be rocketing or plummeting, retreating or correcting from a steep drop. The narrative is similar when people are trying to connect Article 50 with the current path of the FTSE 100 or when contemplating on the immediate implications for businesses in the UK. Most of this is just clutter.

Jack's work was based on the impact of corporate ESG commitments.