Raul Susmel

Raul Susmel is an Associate Professor in the Department of Finance at the C. T. Bauer College of Business, University of Houston, where he has been a faculty member since 1993. Prior to this, he taught at the University of South Florida and the University of Virginia.

Research Interests:

• International Finance
• Financial Econometrics
• Derivative Securities
• Volatility Modeling
• Regime-Switching Models
• Emerging Markets

His research primarily investigates volatility dynamics across global equity and commodity markets, with a focus on modeling time-varying variances, cross-market correlations, and structural shifts. His publications appear in leading journals such as the Journal of Econometrics, Journal of International Money and Finance, and Journal of Development Economics.

The 15 most recent articles (up to 2001) reflect a strong methodological emphasis on econometric modeling of financial volatility, particularly using GARCH and regime-switching frameworks. These works explore themes such as volatility spillovers, contagion in emerging markets, and the behavior of international equity and energy markets. The research is deeply rooted in empirical finance and time series econometrics, often applied to real-world financial phenomena like bank stock repurchases and ADR pricing.

Scientific Awards:

• No awards listed in the provided text.

Advising and Grants:

• No information available on student advising or research grants in the provided text.

Labs and Research Teams:

No specific labs, research centers, or teams are mentioned in association with Raul Susmel in the provided profile. However, given his focus on financial econometrics and international markets, he may be affiliated with or contribute to finance research initiatives within the Bauer College of Business.