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Personal profile

Biography

Daniel has a BA Hons in Economics from UEL, an MSc in Business Finance from Brunel University and a PhD in Empirical Finance from the Centre of Empirical Research in Economics and Finance, University of Durham. He has a strong background in economics, econometrics and finance.  Before entering academia, he spent over 10 years in the City of London in Asset Management as a Quantitative Research Analyst in Fixed Income and Currencies for some of the largest and most prestigious institutions of the industry. Whilst undertaking his PhD, he was a consultant in risk management at the London Clearing House Ltd in which he worked with Professor Barone-Adesi in the development of new VaR models for stress testing and as a margining tool. He then worked at DLIBJ Asset Management International Ltd (Muzuho Financial Group) before helping to set up a boutique fixed income fund management house, 154 Management Ltd. In that time, he developed in house quantitative trading models on currencies and bonds and fixed income hybrids that were used extensively by currency propriety traders and pension fund managers. More recently, he successfully developed an in-house trading desk using his quantitative trading models which made an 18.6% return on the FX market in 2007-2008 and achieved a 66% winning trades. Today, he continues to have close connections with the City.

During his time in industry, Daniel held a number of consultancy positions as consultant in Applied Econometrics at the University of Durham Business School and at Euraplan Ltd in the area of Local Authority Pensions Management. He maintains an in-depth understanding on the global financial markets from the money markets, equity and bond markets as well as the commodity markets.

After leaving the City, Daniel joined Christ Church Business School in 2009. He gained extensive experience teaching both undergraduate and postgraduate finance related modules from international finance, financial services, investment analysis, corporate finance in addition to econometrics and research methods. He has also extensive experience as Course Director in Finance (both undergraduate and postgraduate) and has served as Director of Research and Knowledge Exchange and Director of the MPhil/PhD Research Degree Programme. He has also contributed significantly to REF2021 planning and been involved in policy formation in Research Ethics and Governance at university level.

Daniel joined Coventry Business School in October 2017. He is the Director of Research Development at the School of Economics, Finance and Accounting and associate member of the Centre for Financial and Corporate Integrity (CFCI). He is responsible for supporting and developing the scholarly and research activity for 120 colleagues in the School. Nowdays, Daniel delivers research methodology workshops to PhD students and staff on behalf of the CFCI. Finally, he is an associate member of the Chartered Institute of Securities and Investments (CISI) and a Fellow of the Higher Education Academy.


 

PhD Project

Daniel is an experienced supervisor successfully supervising students on MBA consultancy projects, MSc dissertations and PhD thesis to completion in the fields of Business Management, Finance and Financial Economics. He is interested in taking on PhD students in the areas of financial markets and institutions, the dynamics of money and fixed income markets, financial market contagion and asset pricing.

Research Interests

Daniel is research active and has published in world leading ABS 3* and 4* journals in the areas of financial markets, investment management as well as in tourism economics. His research interests lies in: financial markets and the real economy; the dynamics governing equity, fixed income and money markets; asset pricing theory; financial market contagion and social economic trends.

Vision Statement

Daniel's current research focus lies in two topical areas in the financial economics area: 1) increasing our understanding on how a financial crisis spreads across countries and different asset classes to address a broader debate on whether market turbulence is caused by changes in investor confidence in the financial system as opposed to market failure; 2) the dynamics behind the relationship between global credit market spreads and the term structure of interest rates - a topical area that could have major implications for the implementation of central bank policy in the form of quantitative easing. Daniel's current focus also extends on the impact of global macroeconomic shocks from major source markets on the tourism economy of major destination countries.

Education/Academic qualification

Empirical Finance, Doctorate, University of Durham

1 Oct 19951 Dec 1999

Economics, Degree, University of East London

1 Oct 199030 Jun 1993

Business Finance, MSc, Brunel University

1 Oct 19931 Oct 1994

External positions

External Examiner - Lincoln International Business School

1 Oct 20171 Oct 2022

Research Mentor - SPARC Programme , Canterbury Christ Church University

1 Jun 2017 → …

Chief External Examiner - WEMA Wealth Management, The London Institute of Banking & Finance

1 Jan 20151 Nov 2016

Fingerprint Dive into the research topics where Daniel Santamaria is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2012 2019

  • 66 Citations
  • 4 h-Index
  • 4 Article
  • 1 Review article
1 Citation (Scopus)

Tourism demand and economic growth in Spain: New insights based on the yield curve

Santamaria, D. & Filis, G., Dec 2019, In : Tourism Management. 75, p. 447-459 13 p.

Research output: Contribution to journalArticle

economic growth
tourism
Spain
Tourism
macroeconomics
18 Citations (Scopus)
19 Downloads (Pure)

Sentiment, mood and outbound tourism demand

Santamaria, D., Dragouni, M., Filis, G. & Gavriilidis, K., Sep 2016, In : Annals of Tourism Research. 60, p. 80-96 17 p.

Research output: Contribution to journalArticle

Open Access
File
mood
tourism
Tourism
demand
spillover effect
9 Citations (Scopus)

How value-glamour investors use financial information: UK evidence of investor's confirmation bias

Doung, C., Pescetto, G. & Santamaria, D., 2014, In : The European Journal of Finance. 20, 6, p. 524-549 25 p.

Research output: Contribution to journalArticle

Open Access
File
Investors
Financial information
Confirmation bias
Investor behavior
Empirical evidence
12 Citations (Scopus)
19 Downloads (Pure)
Open Access
File
Contagion
Sovereign debt crises
Investors
Portfolio rebalancing
Wealth effect
26 Citations (Scopus)
1 Downloads (Pure)

Forecasting tourist arrivals in Greece and the impact of macroeconomic shocks from the countries of tourists' origin

Gounoploulos, D., Petmezas, D. & Santamaria, D., Apr 2012, In : Annals of Tourism Research. 39, 2, p. 641-666 25 p.

Research output: Contribution to journalReview article

Open Access
File
macroeconomics
Greece
tourist
tourism
response analysis