Enrique Sentana

Enrique Sentana is a Professor of Economics at CEMFI (Centro de Estudios Monetarios y Financieros) in Madrid, Spain. He is also a Research Fellow at the CEPR Financial Economics Programme and a Senior Research Associate at the LSE Financial Markets Group. His academic career spans prestigious institutions including the London School of Economics and the University of Alicante.

• Degrees: PhD in Economics (LSE, 1991), MSc in Econometrics and Mathematical Economics (LSE, 1987), Licenciado en Ciencias Económicas y Empresariales (University of Alicante, 1985)

Dr. Sentana specializes in Econometrics, with a focus on Asset Pricing, Financial Economics, and VIX Derivatives. His methodological contributions include work on ARCH models, indirect estimation, and identification issues in econometrics, advancing volatility modeling and financial risk assessment.

His research trends highlight innovations in empirical asset pricing, nonlinear time series, and financial market linkages. Notable achievements include the Rey Jaime I Prize in Economics (2014), Fellowships at the Econometric Society and Journal of Econometrics, and prestigious prizes from the University of London and LSE.

• Scientific Awards:
  • Rey Jaime I Prize in Economics (2014)
  • Fellow of the Econometric Society (2012)
  • Fellow of the Journal of Econometrics (2010)
  • Sayers Prize, University of London (1992)
  • Ely Devons Prize, London School of Economics (1987)

Dr. Sentana has advised 10 PhD students at CEMFI and held editorial roles including Managing Editor of the Review of Economic Studies and Co-Editor of the Journal of Financial Econometrics. He has also served as Executive Vice-President of the Econometric Society and Treasurer of its European Standing Committee.