Unité mixte de recherche 7235

7th PhD Student Conference in International Macroeconomics and Financial Econometrics


7th PhD Student Conference in
International Macroeconomics and Financial Econometrics

March 16, 2018
Room 614, Building G, Université Paris Nanterre

EconomiX-CNRS and the Doctoral School EOS (Université Paris Ouest – Nanterre La Défense), CeReFiM (University of Namur), LFIN (Université Catholique de Louvain-Louvain School of Management) and LEO (Université d’Orléans) are co-organizing the 7th PhD Student Conference in International Macroeconomics and Financial Econometrics. The conference will be held on March 16, 2018 in Nanterre, France.

Important dates and submission procedure:

Submission deadline: January 11, 2018
Acceptance decision: End of January 2018
Presenting Authors Registration: February 2018
Conference: March 16, 2018


Submission of papers is open until January 8, 2018. Papers must necessarily include the author’s and co-authors names and institutional affiliations, together with email addresses for correspondence.

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.


Welcome breakfeast : 9.00-9.30

Session 1. International Macroeconomics I : 9.30-10.50
Chair : Hamza Bennani, EconomiX, Université Paris Nanterre (France)

Donata Faccia, Trinity College Dublin and ECB
Credit Growth and Open Macroeconomic Policies in Emerging Market Economies
Jean-Yves Gnabo, CeReFiM, Université de Namur (Belgium)
Zouhair Ait Benhamou, EconomiX, Université Paris Nanterre (France)
Samuel Ligonniere, LEM, Université Lille 1 (France)
Fire Sales and Debt Maturity
Pauline Gandré, EconomiX, Université Paris Nanterre (France)
Marie Pierre Hory, LEO, Université d’Orléans (France)

Session 2. Financial Econometrics I : 10.50-12.10
Chair : Denisa Banulescu-Radu, LEO, Université d’Orléans (France)

Jeremy Leymarie, LEO, Université d’Orléans (France)
Backtesting Marginal Expected Shortfall and related systemic risk measures
Joey Soudant, Université de Namur (Belgium)
Clément Goulet, Université Paris 1 Panthéon-Sorbonne (France)
Kirill Dragun, Vrije Universiteit Brussel (Belgium)
The Beta-Adjusted Covariance estimator
Christian de Peretti, École Centrale de Lyon (France)
Axel Ehouman, EconomiX, Université Paris Nanterre (France)

Lunch : 12.10-13.30

Session 3. Financial Econometrics II : 13.30-14.50
Chair : Jean-Yves Gnabo, CeReFiM, Université de Namur (Belgium)

Sullivan Hue, LEO, Université d’Orléans (France)
Machine Learning for Credit Scoring : Improving Logistic Regression with Non Linear Decision Tree Effects
Alexandre Girard, Université Saint-Louis (Belgium)
Benjamin Peeters, Université Saint-Louis (Belgium)
Olivier Hubert, Université de Namur (Belgium)
Cross-Border Fiscal Risks in Eurozone Sovereign Bond Markets
Sophie Béreau, CeReFiM and CORE, Université de Namur (Belgium)
Benjamin Egron, EconomiX, Université Paris Nanterre (France)

Session 4. International Macroeconomics II : 14.50-16.10
Chair : Cécile Couharde, EconomiX, Université Paris Nanterre (France)

Pietro Grandi, LEMMA, Université Paris Panthéon Assas (France)
The bank lending channel of monetary policy and cross-country heterogeneity in the Eurozone
Christophe Blot, OFCE & EconomiX, Université Paris-Nanterre (France)
Pierre Bui Quang, Banque de France & EconomiX, Université Paris-Nanterre (France)
Marcus Molbak Ingholt, University of Copenhagen (Denmark)
LTV vs. DTI Constraints : When Did They Bind, and How Do They Interact ?
Ludovic Julien, EconomiX, Université Paris-Nanterre (France)
Gaetan LeQuang, EconomiX, Université Paris-Nanterre (France)

Sessions and covered topics:

International macroeconomics:

  • Exchange rates, exchange-rate regimes, international monetary system;
  • Economic growth, business cycles and economic policies;
  • Banking economics and central banking; systemic risk, microprudential and macroprudential supervisions;
  • International macroeconomics: 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 modeling, stocks-bonds nexus, etc…;
  • M&A, corporate governance, etc…;
  • Financial econometrics: 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:



 Submit a paper:


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