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Sofiane Hicham Sekioua
Warwick Business School, UK
Doctoral Programme
Warwick Business School
The University of Warwick
Biographical Sketch:

I am a PhD / doctoral researcher in International Macroeconomics and Finance at the University of Warwick Business School, under the supervision of Professor Lucio Sarno. This paper is part of my PhD thesis entitled “Detecting and Testing for Nonlinearities in International Finance.” My thesis has three chapters. So far I have finished working on 2 chapters of my thesis. The first chapter of my dissertation is a collection of essays about the validity of the monetary model of exchange rate determination. I have also finished work on chapter 2 which is about testing whether the forward premium is mean-reverting using nonlinear threshold unit root tests.

Primary Research Focus:

testing and detecting nonlinearities in international finance. Forecasting with nonlinear econometric techniques

JEL Areas:
F0 : International Economics: General
F3 : International Finance: General