4th PhD Student Conference in International Macroeconomics and Financial Econometrics

conference
EconomiX-CNRS and the Doctoral School EOS of the Université Paris Ouest – Nanterre La Défense, the CeReFiM from the University of Namur, the CESAM from the Université Catholique de Louvain-Louvain School of Management and the LEO from the Université d’Orléans are co-organizing the fourth PhD Student Conference in International Macroeconomics and Financial Econometrics.

Start

March 18, 2015

End

March 18, 2015

Address

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Sessions and covered topics
International macroeconomics:

  • Exchange rates (nominal and real exchange rates, equilibrium exchange rates), exchange-rate policies and exchange-rate regimes;
  • Economic growth, business cycles and economic policies;
  • Transmission of commodity price shocks;
  • Monetary integration and the international monetary system,
  • Other topics

Financial econometrics:

  • Asset prices and market volatility, asset allocation;
  • Systemic risk, financial network, interbank network;
  • Interactions between financial markets and energy markets;
  • Survey data, asset prices expectations and earnings forecasts;
  • Credit risk, stress tests and default probabilities estimations; Sovereign wealth funds, institutional investors,
  • Yield curve modelling, stocks-bonds nexus, etc.
  • M&A, corporate governance, etc.
  • Other topics

Important dates
Submission deadline: December 18, 2014
Acceptance decision: end of January 2015
Presenting Authors Registration: February 2015

Anyone wishing to present a paper needs to submit it to a specific session. The full paper inEnglish should be submitted at the conference webpage (Submit a paper) in the appropriate session. Priority will be given to papers with original theoretical contributions and/or empirical applications that address a relevant economic question within the aforementioned topics and have no senior co-authors. A selection of those papers will be considered for publication in a special issue of International Economics.

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