On Sunday, August 26, 2012, the European System of Central Banks will organize a Day-Ahead Conference prior to the annual meetings of the EEA-ESEM in Malaga, Spain. The conference, to be hosted and sponsored by the Banco de España. We encourage the submission of theoretical or empirical...

The workshop will cover among others the following topics: yield curve modeling, multi-country models of the term structure of interest rates, sovereign and credit risk models, modeling of money market rates, bond portfolio management, bond prices in dynamic stochastic general equilibrium (DSGE)...