4th PhD Student Conference in International Macroeconomics and Financial Econometrics
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.
