Szabolcs SebestyénView profile
Assistant Professor
Szabolcs Sebestyén serves as Assistant Professor in the Department of Finance at ISCTE Business School, ISCTE - University Institute of Lisbon. He concurrently holds the position of Associate Researcher at BRU-Iscte - Business Research Unit and directs the Master's in Finance program (2024-2026). His educational background includes a PhD in Economics from the University of Alicante (2006). Research focuses on financial economics with specialization in financial econometrics, asset pricing, and monetary policy impacts. His work examines credit risk modeling, high-frequency market dynamics, and Bayesian econometric approaches to financial data analysis. Current investigations extend to capital requirements' effects on banking stability and international currency market interconnections. Publications demonstrate consistent contributions to monetary policy analysis and bond market reactions, particularly regarding news sensitivity in European financial systems and interest rate jump phenomena. Scientific Awards: Best fixed income study at the XVI Finance Forum, Barcelona (2008) Academic guidance encompasses 1 doctoral candidate, 19 Master's dissertations (12 completed, 7 in progress), and 3 Master's final projects. Teaching portfolio spans Investments, International Finance, and Dissertation supervision across Bachelor's, Master's, and PhD programs since 2019. Media engagement includes expert commentary on Hungarian politics for RTP. Research activities are centered within BRU-Iscte, contributing to the Business Research Unit's finance and economics initiatives through ongoing scholarly production and academic leadership.







