Nikolaos Sakkas

Nikolaos received a BSc in Economics from the Athens University of Economics and Business, and an MSc and PhD from the University of Nottingham. Prior to joining Bath, he worked as a researcher in the University of Manchester. He is a Fellow in the Higher Education Academy.

His research on time series econometrics focuses on aspects of structural change in dynamic models and on unit root testing. He also works on applied finance, particularly on returns predictability, asset pricing, market anomalies.

Areas of supervision for PhD students:

• Time Series Econometrics
• Applied Macroeconomics
• Applied Finance

 PhD students supervised at Bath

• Elvis Moleka (PhD Economics 2015), “Inflation dynamics and its effects on monetary policy rules”.
• Zehong Wang (PhD Economics 2018), “Essays on efficiency, hedging effectiveness, and volatility dynamics in cryptocurrency markets”.