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Meet Our TeamYn Skimmee AinJeo Lee Jeo joined IBS in August 2008 as a lecturer in Economics and Finance. Prior to joining IBS, Jeo worked for UK universities including City University London, and the Universities of Southampton and Greenwich teaching Economics, Econometrics, Data Analysis and Risk Management. In addition, she has work experience in the Financial Services sector, such as investment banking at Bearing Securities and Dresdner Bank. She has also worked as a consultant in projects involving hedge funds in London. She is currently an editorial referee for a number of journals in Economics and Finance. Jeo obtained her PhD and MSc in Financial Economics at SOAS and Queen Mary College of the University of London after having studied Economics at Birkbeck College of the University of London. Jeo has delivered papers on her specialist subjects at various international conferences. Her recent works focus on offshore financial centres and sustainable economic growth models for small islands. Jeo’s research interests are: 1. Volatility modelling of high frequency foreign exchange rates, Recent Publications: Lee J. 2010. “Financial centre location and conditional influence factors”, working paper. Lee. J. 2010. “The significance of reputational risk: new evidence in offshore small islands”, Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1647414 Lee. J. 2010. “Cross-Border Capital Flows and Small Offshore Financial Centres: Evidence on the Impact of Recent Regulatory Initiatives”, Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1631874 Lee. J., Stewart G. 2010, "Multimarket volatility and volatility linkages”, conference paper, Applied Financial Economics Conference, Samos, Greece. http://www.ineag.gr/AFE/index.php?option=com_content&view=article&id=48&Itemid=27 Lee. J., Stewart G. 2009, “Currency risk and volatility spillover in emerging foreign exchange markets”, International Research Journal of Finance and Economics, Vol. 44, 2009. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632012 Lee. J., Stewart G. 2009, "Climate valuation and location choice: evidence form the UK”, Innovative Economic Policies for Climate Change Mitigation, V. Piana (ed), Rome, Italy. Lee. J., Stewart G. 2009, “Implicit amenity prices and the location of retirees.” Applied Economics Letters, AEL-08-0479. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632046 Lee. J., Lee. J., Stewart G. 2009 "Implicit amenity prices and regional variations in the quality of life across England and Wales.” Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632047 Lee. J. 2009, “Operational hedging against transaction currency risk arising from international trade contracts”, Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632019 Lee. J., Stewart G. 2009, “Real and financial interdependencies: new evidence for Asia, Eastern Europe and Latin America”, Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632018 Lee. J., Stewart G. 2009, “Asymmetric stock volatility and multimarket spillovers”, Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632016 Lee. J., Lee. J., Stewart G. 2009, "Implicit amenity prices and regional variations in the quality of life across England and Wales.” Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632047 Lee J., Scaramozzino. P., 2008, “Optimally controlled long-term stability in a small open economy’ international reserves.” Working paper. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1632015 Lee. J., 2008, "Extreme distribution based international reserve management.” , Seminar paper, Department of Economics and International Business, University of Greenwich. Lee. J, Scaramozzino. P. 2007, “Excess reserves and macroeconomic instability.” University of London Discussion Paper (with P. Scaramozino, University London) DS73, Centre for Financial and Management Studies, SOAS, London. http://www.cefims.ac.uk/cgi-bin/research.cgi?id=73 Lee, J., 2007, “Optimal control in international reserve management.” Seminar paper, International Economics Conference, Warsaw, Poland. Lee. J., 2007, “Excess reserves and macroeconomic instability”, Seminar paper, International Symposium on Economic theory, policy and applications, Athens, Greece. Lee. J., 2006, “Filters and GARCH methods for non-stationary sequences and the regime effect.” University of London discussion paper DS49, London. http://www.cefims.ac.uk/cgi-bin/research.cgi?id=49 Lee.J., 2006. "Optimal control of reserves: finite and infinite dimension programming.” Seminar paper, Centre for Financial and Management Studies, SOAS, University of London, October 2006.
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