Universitat de València
David Cortés-Sánchez is a senior research economist at BBVA. He holds a BSc in Economics and a PhD in Quantitative Finance from Universitat de València and an MSc in Economics and Finance from Warwick Business School. Previously to BBVA, he worked as an economist at ONS (Office for National Statistics), State Street Bank and Caixabank Asset Management. His research interests lie in applied financial econometrics, data-science, risk management and macroeconomics.
The authors use EMU data from the period between 2000 to 2020 to forecast equity risk premium and investigate Classification and Regression Trees.