The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

We invite researchers to present their original work on global safe assets and the related economic issues with perspectives on post-crisis developments in perspective. Possible topics: - Global safe assets and Policy Implications; - Currency internationalization and provision of safe assets; -...

The course is intended for Ph.D. students and researchers in statistics, econometrics and finance with an introduction to methods to analyze high frequency data and estimate parametric and nonparametric financial models using such data. The course assumes some familiarity with stochastic...

What is the “new normal” after the recent global financial crisis? By now, the “new normal” carries a multitude of meanings and reflects the changes triggered by the crisis. Some versions of the new normal are, for example, the slow and protracted recovery process, the de-leveraging of...