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.
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)
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)
|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.
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.
The submission of papers is closed.