Masterclass: Econometric Modelling of Crypto Asset Markets

This Masterclass with Professor Carol Alexander is part of the RES Doctoral Training Programme.

Most young researchers know that crypto assets have transformed finance, but few understand how to study them rigorously. This three-hour Royal Economic Society masterclass offers a structured introduction to econometric models applied to crypto markets.

The session is led by Professor Carol Alexander (University of Sussex), a leading researcher in the field whose papers have shaped our understanding of liquidity, price discovery, volatility transmission and efficiency in crypto markets. Drawing on her own econometric studies over seven years she will outline the key empirical findings and methodological advances that define modern crypto econometrics.

The class concludes with practical advice for PhD students considering research or careers in this rapidly evolving area, highlighting how to identify good data, frame researchable questions, and keep ahead of the curve in terms of research ideas. Participants will leave with a clear sense of where the field has come from, where it is heading, and how to contribute to it.

In all the RES DTP sessions there is an opportunity to ask the presenters questions.