Richard T. Baillie
Professor
A.J. Pasant Endowed Chair of Finance and Economics
317 Eppley Center
Phone: (517) 432-7089
Email: baillie@msu.edu
Personal Website: http://www.msu.edu/~baillie
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Research Interests
- Financial econometrics; time-series analysis; international finance; and asset pricing
Bio(s)
- Richard Baillie is A.J. Pasant Professor of Finance and Economics at the Broad School. He has a Ph.D. from the London School of Economics and an MSc from the University of Kent. Dr. Baillie is an elected Fellow of the American Statistical Association and a Fellow of the Journal of Econometrics. He is also a Co-Editor of the Journal of Empirical Finance.
Dr. Baillie teaches empirical methods in finance, international finance and various econometrics courses. He has been recognized in the Econometrics Hall of Fame as one of the most heavily cited econometricians. Dr. Baillie's current research interests include modeling volatility in financial markets, non linear and long memory time series models, price discovery and the effects of central bank intervention in currency markets.