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5th PhD Student Conference in
International Macroeconomics and Financial Econometrics
25th of March 2016Room 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:
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
