Joint research unit 7235

8th PhD Student Conference in International Macroeconomics and Financial Econometrics

 

8th PhD Student Conference in
International Macroeconomics and Financial Econometrics

March 29, 2019
Building G “Maurice Allais”, Conference room 614
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 8th PhD Student Conference in International Macroeconomics and Financial Econometrics. The conference will be held on March 29, 2019 in Nanterre, France.

 

Program pdf

 

9.00-9.30 Welcome breakfeast
9.30-10.50 Session 1. International Macroeconomics I
Chair : Hamza Bennani, EconomiX, Université Paris Nanterre (France)
Jonathan Schiller, Universität Bayreuth (Germany)
Core vs. Periphery – Private Deleveraging & TARGET2
Daria Onori, LEO, Université d’Orléans (France)
Zouhair Ait Benhamou, EconomiX, Université Paris Nanterre (France)
Cían Allen, Trinity College Dublin (France)
Revisiting External Imbalances : Insights from Sectoral Accounts
Florian Morvillier, EconomiX, Université Paris Nanterre (France)
Jamel Saadaoui, BETA, Université de Strasbourg (France)


10.50-12.10 Session 2. Financial Econometrics I
Chair : Sophie Béreau, CeReFiM and CORE, Université de Namur (Belgium)
Elysee Aristide Houndetoungan, Laval University (Canada)
Selective linear segmentation for detecting relevant parameter changes
Joey Soudant, CeReFiM, Université de Namur (Belgium)
Gilles de Truchis, EconomiX, Université Paris Nanterre (France)
Joey Soudant, Université de Namur (Belgium)
ECB Monetary Policy and Cross-Market Financial Spillovers : Evidence from large TVP-VAR
Eli Agba, CeReFiM, Université de Namur (Belgium)


12.10-13.30 Lunch


13.30-14.50 Session 3. Financial Econometrics II
Chair : Jean-Yves Gnabo, CeReFiM, Université de Namur (Belgium)
Nabil Bouamara, KU Leuven (Belgium)
Multi-period and higher-order moment downside risk-attribution of observation-driven investment strategies
Henri Vanhomwegen, CeReFiM, Université de Namur (Belgium)
Adrien Becam, Université Paris Dauphine (France)
Ophélie Couperier, CREST, ENSAE (France)
Backtesting Expected Shortfall via Multi-Quantile Regression
Jean-Charles Garibal, LEO, Université d’Orléans (France)
Christophe Boucher, EconomiX, Université Paris Nanterre (France)


14.50-16.10 Session 4. International Macroeconomics II
Chair : Cécile Couharde, EconomiX, Université Paris Nanterre (France)
Fabio Canetg, University of Bern (Switzerland)
Monetary Effects of Central Bank Debt
Jean-Yves Gnabo, CeReFiM, Université de Namur (Belgium)
Baptiste Bridonneau, EconomiX, Université Paris Nanterre (France)
Fatemeh Salimi Namin, Université Aix-Marseille (France)
Shadowing the Dollar or Basket Pegging in China ?
Ludovic Gauvin, Banque de France (France)
Carl Grekou, CEPII (France)

 

Important dates and submission procedure:

Submission deadline: January 14, 2019
Acceptance decision: Mid-February 2019
Presenting Authors Registration: End of February 2019
Conference: March 29, 2019

 

Submission of papers is open until January 14, 2019. 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.

 

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.

There are no registration fees but participants’ accommodation and travel costs will not be reimbursed.
The “Hélène Raymond Award” will be given to the best article which will be selected by the scientific committee among the papers presented in the conference.

Organizing Committee:

 

 Submit a paper:

 

Paper ----------

Abstracts must be at least 100 characters in length but can not exceed 2000 characters.
Click or drag a file to this area to upload.
[<5Mo] [pdf, doc, docx, xls, xlsx, rtf]

AGENDA

Thursday 8 June 2023

Doctorants

Sahil Chopra (Université Sorbonne Paris-Nord)

Economics of litigation : Securities class action with third-party funding

Thursday 8 June 2023

Economics of litigation : Securities class action with third-party funding

Sahil Chopra (Université Sorbonne Paris-Nord)

Economics of litigation : Securities class action with third-party funding

Monday 12 June 2023

Law, Institutions and Economics in Nanterre (LIEN)

Arthur Silve (IAST / Univ. Laval)

TBA

Monday 12 June 2023

TBA

Arthur Silve (IAST / Univ. Laval)

TBA

Thursday 15 June 2023

Lunch

Guillaume Pierné

TBA

Thursday 15 June 2023

TBA

Guillaume Pierné

TBA

Monday 19 June 2023

Law, Institutions and Economics in Nanterre (LIEN)

Juan Mora-Sanguinetti (Banco de Espana)

TBA

Monday 19 June 2023

TBA

Juan Mora-Sanguinetti (Banco de Espana)

TBA

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