Andras FULOP

Andras FULOP is a Professor of Finance at ESSEC Business School in France, specializing in financial econometrics, asset pricing, and credit derivatives. He holds a Ph.D. in Finance from the Rotman School of Management (2006), an M.A. in Economics from the University of Toronto (2000), and an M.Sc. in Economics from Budapest University of Economic Sciences (1999). His career includes roles as Co-Head and Head of the Finance Department at ESSEC (2016–2019), Visiting Researcher at the Bundesbank (2016–present), and Research Consultant at the Hungarian National Bank (2012–2013).

Research interests focus on Bayesian methods, structural credit risk modeling, market liquidity, and macrofinance. Notable works include studies on transparency initiatives in CDS markets, long-run risk models, and self-exciting jumps in asset prices. FULOP has received awards such as the 2023 EUROFIDAI-ESSEC Best Paper Award and the 2019 ESSEC Foundation White Project Award. He serves as an Associate Editor for the Journal of Financial Econometrics and Subject Editor for the Journal of Multinational Financial Management.

His research articles span topics like real-time Bayesian learning in bond markets, news indices for country fundamentals, and computational methods for filtering diffusions. FULOP has advised multiple students on empirical asset pricing and chairs thesis juries at ESSEC. He has organized numerous conferences, including workshops on Bayesian econometrics and empirical finance.