Doctoral Programs Student Directory

James Forest

Ph.D. Student in Finance




View CV (pdf)





M.S., Finance, Northeastern University

B.A., Economics, Framingham State University

Research/Teaching Interests:

Financial Econometrics

GARCH Modeling

Conditional Volatility and Correlation

Regime Switching Models

Forecasting Financial & Economic Variables

Banking & Capital Markets



"Alternative Estimators of Cointegrating Parameters in Models with Non-Stationary Data: An Application to US Export Demand" with Paul Turner, Applied Economics(2013), 45(5): 629-636


"Treasury Auctions & Interest Rates," at University of Massachusetts, Amherst April 2003

"The Effect of Treasury Auction Results on Interest Rates," at CCSU, April 2006

"Macroeconomic Announcements and Interest Rates," University of New Hampshire, November 2006

"The Effect of Treasury Auction Announcements on Interest Rates," at University of Connecticut, December, 2007

"The Effect of Treasury Auction Announcements on Interest Rates," at Financial Management Association Conference, Reno, Nevada 2009

"A High-Frequency Analysis of Corporate Bond Trading" at the Eastern Finance Association Conference, Boston, MA, April, 2012

"Using the Quantity Theory of Money to Forecast Economic Output" to be presented at the The 32nd Annual International Symposium on Forecasting, Boston, MA, June 24-27, 2012

"A High-Frequency Analysis of Corporate Bond Trading" at the Midwest Finance Association Conference, Chicago, IL, March, 2013

"An Analysis of Corporate Bond Trading" at Southern Finance Association Conference, Fajardo, Puerto Rico, November, 2013 (Will present, discuss and serve as session chair)

Honors and Awards:

Awarded 2000 Northeastern University AIMR CFA Scholarship
Standard & Poor's MMS, 2001, supported Treasury market research using their proprietary economic survey data
Kamakura Corporation, 2003, supported "Optimal Growth Portfolios" research by licensing their proprietary yield curve data
University of Connecticut 2008, provided stipend ($6,000) for developing experiential learning finance course using FTS. Matlab, and EViews
University of Connecticut 2009, awarded course development stipend ($10,000) to develop online course in financial econometrics and trading room class
University of Connecticut 2010, Teaching Innovation Award given for development of trading room courses
National Association for Business Economists, NABE Foundation, awarded scholarship to attend Economic Measurement Seminar - Arlington, VA - July 2012

Professional and Academic Memberships:

American Economic Association, American Finance Association, Financial Management Association, Eastern Finance Association, Southern Finance Association, Southwest Finance Association, Midwest Finance Association, National Association for Business Economists, Econometric Society, Society for Financial Econometrics, International Institute of Forecasters

Previous Employment:

Academic: UConn, UNH, CCSU, American International College
Industry:   Standard & Poor's, IBC Financial Data