Rodrigo Barria
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Research Interests
- International Finance, Asset Pricing, Market Microstructure and Macro-Finance Modeling.
- Applied Econometrics.
Professional Experience
- 2015 - 2019: Financial Economist, Financial Markets Division, Central Bank of Chile, Chile.
- 2013 - 2015: Associate in Financial Engineering, Allianz Global Investors, Germany.
- 2012 - 2013: Market Risk Control Analyst, Deutsche Zentral-Genossenschaftsbank (DZ Bank), Germany.
- 2007 - 2009: Investment Analyst / Trader (Fixed Income), LarrainVial, Chile.
Education
- 2019 - 1Q2024: PhD in Finance and Econometrics, Warwick Business School, University of Warwick, UK.
- 2009-2011: MSc Quantitative Economics, University of Frankfurt, Germany.
- 2001-2006: BSc and Diploma in Industrial Engineering, Pontificia Universidad Católica, Chile.
Current Research
- Ambiguity, Trading Volume and Liquidity
- Mispricing in Inflation Markets (with Gabor Pinter)
- Asset Prices Around FOMC Meetings
-
Analyzing the Economic Outcomes of Peer Effects
(with Alejandro Bernales, Javier Peters, Marcela Valenzuela, Miguel Valenzuela and Ilknur Zer)
Computer Skills
- Programming in Python, Matlab, R, Stata, VBA, Java, C++
- Databases (SQL Server, MySQL, NoSQL, Xenomorph TimeScape)
- Bloomberg Terminal, Bloomberg PORT, Bloomberg FTP Automation.
- Murex Terminal (Risk Control), and Intex (MBS and CDO Cashflow Analytics)
- Experience working with High Frequency TAQ Data (Trade and Quote TICK Data)
- Experience working with MiFID transaction data
Supervisors
Contact details
Finance Group
Warwick Business School
The University of Warwick
Coventry
CV4 7AL, UK