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5TH PHD STUDENT CONFERENCE IN INTERNATIONAL MACROECONOMICS AND FINANCIAL ECONOMETRICS

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5th PhD Student Conference in International Macroeconomics and Financial Econometrics

date_range 25 MARS 2016


5th PhD Student Conference in
International Macroeconomics and Financial Econometrics

25th of March 2016
Room 614, Building G, 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 fifth PhD Student Conference in International Macroeconomics and Financial Econometrics. The conference will be held on March 25, 2016 in Nanterre, France.


Important dates and submission procedure:

Submission deadline:December 16, 2015
Acceptance decision:End of January 2016
Presenting Authors Registration:February 2016
Conference:March 25, 2016

Submission of papers is open until December 16, 2015. Papers must necessarily include the names of author and co-authors, institutional affiliations as well as e-mail addresses.

The program will include several sessions covering the main areas of International Macroeconomics and Financial Econometrics. Anyone wishing to present a paper needs to submit it to a specific session. Please submit a full paper in English at the conference webpage (Submit a paper) in the appropriate session and topic


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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