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.

Join the SoFiE Facebook group at: http://www.facebook.com/groups/sofienyu/


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:

Thirteenth Annual SoFiE Conference

Dear All,

In keeping with measures taken across the globe to help mitigate the spread of the COVID-19 pandemic, we have decided to cancel the upcoming SoFiE annual conference at the Rady School on June 14-17, 2020.

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