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:
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
Organizing Committee:
- Sophie Béreau (Université catholique de Louvain), sophie.bereau{{at}}uclouvain.be
- Cécile Couharde (Université Paris Ouest Nanterre La Défense), cecile.couharde{{at}}u-paris10.fr
- Nicolas Debarsy (Université d’Orléans), nicolas.debarsy{{at}}univ-orleans.fr
- Balazs Egert (OECD and Université Paris Ouest Nanterre La Défense), balazs.egert{{at}}oecd.org
- Jean-Yves Gnabo (University of Namur), jean-yves.gnabo{{at}}unamur.be