CONFERENCE PROGRAM: - The Resilience of the U.S. Corporate Bond Market During Financial Crises; - Macro and Micro Skewness and Volatility Over the Business Cycle; - Do We Need Traditional Dealers in OTC Markets?; - U.S. Banks and Global Liquidity; - Expectations of Fundamentals and Stock Market...

This year’s conference will focus on Efficiently Inefficient Markets.

The conference focuses on the economic consequences of financial frictions in global capital markets.

Topics: - Is risk management and governance sufficiently addressed by scholars and practitioners? - Are current financial regulations adequate to secure financial stability? - Will the Euro survive the European recession and the sovereign bonds crisis? Special Topic: Governing risk management in...

Faculty: Professor Jakob Brøchner Madsen The topics include share valuation models; technological change and the stock market, the macroeconomic determinants of share prices; the interaction between share prices, taxes, supply shocks, and inflation; the consumption capital asset pricing model;...

The Symposium on Housing, Mortgage, and Portfolio Choice will bring together researchers working on the housing, mortgage, and portfolio decisions faced by households and institutions, or the consequences of those decisions for asset pricing and economic stability. [gemäß den Informationen des...

The purpose of the conference is to summarize the current state of knowledge regarding stock return predictability and its implications, and to present new research on this issue. Specific topics include (but are not limited to): - financial valuation ratios as predictors - macro variables as...

The increased availability of high-frequency data has lead to important new developments in the measurement, modelling and forecasting of volatility and risk premia, with profound implications for portfolio analysis, hedging and trading, and risk management decisions. The conference will focus...