4TH PHD STUDENT CONFERENCE IN INTERNATIONAL MACROECONOMICS AND FINANCIAL ECONOMETRICS


4th PhD Student Conference in
International Macroeconomics and Financial Econometrics

18th of March 2015
Conference room "B" Building
Université Paris Ouest - Nanterre La Défense

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. The conference will be held on March 18, 2015 in Nanterre, France.


Important dates and submission procedure:

Submission deadline:December 18, 2014
Acceptance decision:End of January 2015
Presenting Authors Registration:February 2015
Conference:March 18, 2015

The submission for the conference is closed.


Program:

CLICK HERE

Registration:

The registration for the conference is closed.


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
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.


Organizing Committee:

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