Tina Koziol

Ph.D. Candidate in Economics at UCT




African Institute of Financial Markets and Risk Management (AIFMRM)
University of Cape Town
Level 6 (Loft), Leslie Commerce Building Upper Campus, Rondebosch
7701, Cape Town
South Africa

Thanks for stopping by my personal corner on the web.

I am a Ph.D. Candidate with the African Institute of Financial Markets and Risk Managment at the University of Cape Town. I work under the supervision of Associate Professor Co-Pierre Georg on projects in banking and financial market research.

I am interested in topics related to Quantitative Easing and systemic risk.

   

Projects

We are developing BlackRhino, an open source agent-based model of the financial system in python. Currently, I use BlackRhino to implement a model of asset fire-sale propagation across the South African banking sector. Click here for the paper.


Papers I appreciate:

Contagion in financial markets
QE and financial markets

Econometrics

   

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