Welcome!

The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. It is an independent non-profit membership organization, currently housed at New York University. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring conferences, programs and activities at the intersection of finance and econometrics, including links to macroeconomic fundamentals.

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Cover of the Journal of Financial Econometrics

Journal of Financial Econometrics (JFEC)

JFEC is SoFiE's official journal. It showcases the latest financial econometric research from all corners of the globe.


Next Event:

2nd International Conference on Sovereign Bond Markets

"2nd International Conference on Sovereign Bond Markets: Determinants of Sovereign Bonds Yields and the Effectiveness of Central Bank Intervention"
Sponsored by: Center on Sustainable Architecture for Finance in Europe (SAFE) at Goethe University Frankfurt, Center for Financial Research at Waseda University, NYU Stern Salomon Center for the Study of Financial Institutions, and the European Central Bank
Date: March 10-11, 2015
Conference Location: Frankfurt, Germany

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