Lubin School of Business
New York City
One Pace Plaza W494
New York City
Tue (by appointment)
PhD, Rutgers University, New Brunswick, New Jersey
Academic and Professional Engagement Activities
Dr. Goldman is an Associate Professor of Finance and Graduate Economics whose research is in the fields of Bayesian Econometrics, Financial Econometrics, Risk Management, and International Finance. She joined Lubin School of Business in 2002 and served as an Undergraduate Finance Program Chair between 2012-2015. Dr. Goldman teaches courses in Financial Econometrics, Data Analysis in Finance, and International Finance. In spring 2016, Dr. Goldman was a fellow at the Securities and Exchange Commission (SEC). She recently presented her research at the Bank of Canada, ISBA World meeting on Bayesian Statistics, University Pennsylvania and the Graduate Center at the City University of New York. Dr. Goldman's recent academic publications include "Regimes and Long Memory in Realized Volatility," Studies in Nonlinear Dynamics and Econometrics and “Internal Capital Markets and Dividend Policy: Evidence from Indian Corporates," Journal of Financial Research. Her current working papers are on systemic risk, asymmetric GARCH volatility models, and margin models for Central Clearing Counterparties (CCPs). Dr. Goldman currently serves in the Education Committee at PRMIA (Professional Risk Management International Association).
Selected Contributions & Publications
Goldman, E., Shen, X. (2018). Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. . 2018-21 Read More >>
Goldman, E., Viswanath, P. (2017). Internal Capital Markets, Forms of Intra-Group Transfers and Dividend Policy: Evidence from Indian Corporates. Journal of Financial Research. 40(4), 567–610.
Goldman, E., Shen, X. (2017). Procyclicality Remedies for the CCP's Initial Margin Requirements. . (December), 20-22. Read More >>
Goldman, E., Viswanath, P. (2015). Export intensity and dividend policy of Indian Firms. Reviving Growth in India. Cambridge University Press.
Goldman, E., Nam, J., Tsurumi, H., Wang, J. (2013). Regimes and long memory in realized volatility. Studies in Nonlinear Dynamics & Econometrics. 17(5), 521–549.
Goldman, E., Viswanath, P. (2011). Export intensity and financial leverage of Indian firms. International Journal of Trade and Global Markets. 4(2).
Goldman, E., Valiyeva, E., Tsurumi, H. (2008). Kolmogorov-Smirnov, Fluctuation, and Zg Tests for Convergence of Markov Chain Monte Carlo Draws. Communications In Statistics, Theory, And Methods. 37(2), 368--379. Read More >>
Goldman, E., Agbeyegbe, T. (2007). Estimation of threshold time series models using efficient jump MCMC. In S.K. Upadhyay, U. Singh and Dipak Dey (Ed.), Bayesian Statistics and its Applications. (pp. 241-253). New Delhi: Anamaya Publishers. Read More >>
Goldman, E. (2006). Testing Efficiency of the Ruble-Sterling Foreign-Exchange Market Under the Gold Standard. Empirical Economics. 31(2), 449-477. Read More >>
Goldman, E., Tsurumi, H. (2005). Bayesian Analysis of a Doubly Truncated ARMA-GARCH Model. Studies in Nonlinear Dynamics & Econometrics. 9(2), article 5. Read More >>
Goldman, E., Valieva, E., Tsurumi, H. (2005). Tests for convergence of MCMC draws: frequentist and Bayesian tests Symposium on Bayesian Applied Multivariate Analysis. Conference Proceeding.
Goldman, E., Tsurumi, H. (2003). Asymptotic distribution of a unit root process under double truncation. Communications In Statistics, Theory, And Methods. 32(10), 2059-2071.
Goldman, E., Radchenko, S., Nakatsuma, T., Tsurumi, H. (2001). A Bayesian Test of Stationarity in a Regression Model with an ARMA error term Annual Meeting of the American Statistical Association. Conference Proceeding.
Goldman, E. (2000). Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890-1906: MLE with double truncation. Economics Letters. 69(3), 253-259.