SoFiE is planning for an in-person conference at UC San Diego. However, given the uncertainty of these times, we are also preparing for the possibility of a remote event.

Summer School Theme: "The Econometrics and Asset Pricing of Foreign Exchange Markets" Topics : - Overview of Empirical FX Market Microstructure literature on Price Discovery, Order Flow, Liquidity, and Volume; - Description and Discussion of Rationale for the Breakdown of the Covered Interest...

All topics in financial econometrics are acceptable, but with some preference given to topics that are in line with the theme of the summer school. Topics: - The econometrics of parametric option pricing inference under alternative asymptotic settings (large and short time spans, large and short...

The 10th Annual SoFiE Conference is a special 10-year anniversary conference. There will be a Pre-Conference for junior researchers on June 20, 2017. Participants in the SoFiE annual meeting are encouraged to attend in the Pre-Conference as well. All submissions should be sent for consideration...

The focus of the conference is to understand both economically and statistically the dramatic movements in volatilities and correlations experienced in global financial markets since Sept 2008. Some of these financial market risks we now know were systemic and the conference will showcase new...

The purpose is to bring together researchers from different disciplines that study Liquidity, Credit Risk and Extreme Events. This includes econometrics, finance, mathematics and statistics.