Modelling Risk in Finance and Macroeconomics
Program Overview
University of Alicante Programs
The University of Alicante offers a wide range of undergraduate and graduate programs across various fields, including Arts & Humanities, Sciences, Health Sciences, Social Sciences & Law Studies, and Engineering & Architecture.
Undergraduate Degrees
- Spanish: Language and Literature
- Arabic & Islamic Studies
- French Studies
- English Studies
- Catalan Studies
- History
- Humanities
- Translation and Interpreting
- Translation and Interpreting (German)
- Translation and Interpreting (English)
- Translation and Interpreting (French)
- Biology
- Marine Studies
- Physics
- Geology
- Mathematics
- Chemistry
- Physics + Mathematics (FISMAT)
- Nursing
- Medicine
- Human Nutrition & Dietetics
- Optics and Optometry
- Speech therapy
- Business Administration (ADE)
- Physical Activity and Sports Sciences
- Criminology
- Law
- Law + Business Administration (DADE)
- Law + Criminology (DECRIM)
- Law + International Relations (DERRII)
- Economics
- Gastronomy and Culinary arts
- Geography and Land Use Planning
- Public Management & Administration
- Computer Engineering + ADE (I2ADE)
- Pre-school Education Speciality
- Primary Education Speciality
- Marketing
- Publicity and Public Relations
- International Relations
- Labour Relations and Human Resources
- Labour Relations and Human Resources (Elda)
- Sociology
- Social Work
- Tourism
- Tourism + Business Administration (TADE)
- Architecture
- Architectural Technology
- Fundamentals of Architecture
- Biomedical Engineering
- Artificial Intelligence Engineering
- Sound and Image in Telecommunication Engineering
- Civil Engineering
- Computer Engineering
- Computer Engineering + ADE (I2ADE)
- Multimedia Engineering
- Chemical Engineering
- Robotic Engineering
- Aerospace engineering
Master's Degrees
- Professional Archaeology and Heritage Comprehensive Management
- Local Development and Territorial Innovation
- Teaching of Spanish and English as Second Languages (L2) or Foreign Languages (FL)
- Literary Studies
- Advanced English Studies
- History of Science and Scientific Communication
- History of Contemporary Europe: identities and integration
- History of the Mediterranean World and its Regions. From Pre-history to the Middle Ages
- History and Identities in the Western Mediterranean (15th-19th C.)
- English and Spanish for Specific Purposes
- Planning and Management of Natural Disasters
- Institutional Translation
- Analysis and Management of Mediterranean Ecosystems
- Biomedicine
- Biotechnology for Health and Sustainability
- Calculus and Scientific Modeling
- Materials Science
- Conservacion of Biodiversity and restoration of the Marine and Land Environment
- Electrochemistry. Science & Technology
- Sustainable Fisheries Management
- Sustainable Management and Water Technologies
- Management and Restoration of Natural Environment
- Nanoscience and Molecular Nanotechnology
- Advanced Materials
- Applied Palaeontology
- Sustainable and Environmental Chemistry
- Medical Chemistry
- Emergencies and Disasters
- Active Ageing and Health
- Research in Health Sciences
- Nutrition and feeding
- Optometry Advanced Visual and Visual Health
- Public Health
- Legal Practice
- Legal Practice and Legal Representation
- Business Administration
- Digital comunication
- Communication and Creative Industries
- Cooperation to Development
- Law on Environmental Sustainability
- Tort Law
- Tourism Planning and Management
- Applied Economics
- Economics with Data Science
- Quantitative Economics
- Administrative Management
- Social Innovation and Dynamics of change
- Criminal Investigation and Forensic Science
- Educational Research
- Teacher Training in Compulsory and Upper Secondary Compulsory Education, Vocational Studies and Languages
- Penal Law System
- Social Work in the Health Field
- Cultural Tourism
- Prevention of Gender Violence and Intervention from an Interdisciplinary Approach
- Contemporary Political, Economic and Social Studies of Latin America
- Architecture
- Automation and Robotics
- Cybersecurity
- Data science
- Applications Development and Web Services
- Software Development for Mobile Devices
- Building Management
- Civil Engineering
- Materials, Water and Soil Engineering
- Biomedical Engineering
- Telecommunication Engineering
- Geological Engineering
- Computer Engineering
- Chemical Engineering
- Artificial Intelligence
- Occupational Hazard Prevention
- New Technologies and Energy Efficiency in Buildings
Doctoral Degrees
The University of Alicante offers various doctoral programs, including:
- PhD in Economics (QED)
- PhD in Materials, Structures and Geotechnical Engineering: Sustainable Construction
- PhD in other fields as listed under the master's programs
Research Areas
Research areas include but are not limited to:
- Economics
- Business Administration
- Law
- Health Sciences
- Sciences
- Engineering
- Arts & Humanities
- Social Sciences
Course Details
Modelling Risk in Finance and Macroeconomics
This course provides students with tools to model and interpret economic and financial risk using nonlinear and time series methods. The first part focuses on the interaction between credit and macroeconomic variables, exploring nonlinear relationships and the effects of monetary and macroprudential policy. The second part addresses financial market risk, covering the empirical characteristics of financial returns and the modeling of their volatility using univariate and multivariate GARCH-type models.
Faculties and Centres
The university is composed of several faculties and centres, including:
- Faculty of Economic and Business Sciences
- Faculty of Science
- Faculty of Health Sciences
- Faculty of Law
- Faculty of Education
- Faculty of Arts
- Polytechnic School
- International Doctoral School
- Permanent Education Centre
- Virtual Library Miguel de Cervantes
- Mario Benedetti Centre for Ibero-American Studies
- Mediterranean Gastronomy Center
- Elda Affiliated School of Labour Relations
- Institute of Education Sciences
- Adult Learning Centre
- Valencian Institute of Economic Research
Services and Administrative Units
The university offers various services and administrative units, including:
- University Library
- Reception Offices
- Corporate Image and Graphic Communication
- Protocol Office
- UA Printing Office
- EcoCampus Office for Environmental Management
- Security
- Students Service
- Archives & Records Service
- Accounting
- Public Procurement
- Culture
- Sports
- Academic Management
- Research Management Service
- Human Resources
- Institutional Project Management Service - OGPI
- Economic Management
- Information Service
- Computer Service
- Infraestructures & External Services
- Languages
- Health Promotion and Prevention
- Publications Service
- International Relations
- Administrative Staff Recruitment
- Service for Technology Transfer - OTRI
- Legal Service
- Research Technical Services
- Geographic Information System of the University of Alicante
- Digital Accessibility Office
- Communication Unit
- Institutional Chairs and Agreements Unit
- Digitization Office
- Diversity Unit
- Gender Equality Unit
- Heritage and Inventory Unit
- Quality Standards
- Employment Promotion and Social Inclusion Service
General Services
- Save car
- Catering Service
- Shopping Centre
- Advanced Language Centre
- Reprography and Bookbinding
- Banking Offices
- Trade Unions
- Image Workshop
- Alicante Science Park
- General Foundation of the UA
