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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...
Forecasting Financial Markets is an international conference on quantitative finance, which has been held every year since 1994. Conference Themes: - Modeling with high-frequency data - Market microstructure - Fund management and trading rules - Advances in asset management - Relative value and...
Key themes of Longevity 14 will be demographic risks and intergenerational risk sharing, sustainability of pension systems, practical applications of state of the art longevity research, mortality trends and forecasts, experience mortality and solidarity, global product trends, including the...
Papers in all areas of asset pricing are invited.
The meeting will be the fifth event in the annual conferences series "New Developments in Business Cycle Analysis" bringing together economists from academia and central banks focused on understanding the impact of cross-sectional heterogeneity on the macroeconomic environment, and its...
Topics: - History and development of financial and economic crises - Stability and regulation of the global financial system - Financial crises, inequality and populism - Political economy of financial crises - Impact of monetary and fiscal policies in crises - Stagnation and growth - Ecological...
Studies in all areas of market microstructure are solicited and the following non-exhaustive list of topics provides some guidelines for specific areas of interest: - The impact of fintech on financial markets - The microstructure of market-based and central banks-backed digital currencies - The...
The aim of the conference is to improve our understanding of the nature of financial cycles and to discuss the corresponding analytical challenges and implications for macroprudential policy and financial regulation. The conference is also an opportunity for an exchange of views of researchers...
Swiss Finance Institute (SFI) strives for excellence in research and doctoral training, knowledge transfer, and continuing education in the fields of banking and finance, as befits Switzerland’s international reputation as a leading financial center. Created in 2006 as a public–private...
The Deutsche Bundesbank is organizing the 8th Term Structure Workshop to stimulate the discussion of current developments in the field of yield curve modelling. The one-day workshop will bring together researchers from central banks, universities and the financial sector.
Created in cooperation with RFE-Resources for Economists of the American Economic Association (AEA)