5th PhD Student Conference in International Macroeconomics and Financial Econometrics

Vendredi 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




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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