5th FX Workshop on Financial Determinants of Exchange Rates

You are interested in research on the determination of foreign exchange rates? Then you may find some of the papers interesting that have been presented at the 5th edition of the Workshop on "Financial Determinants of Exchange Rates" that took place in Zurich on 17/18 December 2015.

The workshop provided an international forum to discuss topical questions about the determination of exchange rates. More than 40 participants from academia, central banks and the financial industry attended the workshop. In his keynote lecture, Hanno Lustig (Stanford) argued that common movements in bilateral exchange rates are related to determinants of bilateral trade. An invited lecture by Matteo Maggiori (Harvard) highlighted how the combination of imperfect capital markets with variation in the risk tolerance of financial intermediaries influences exchange rate dynamics.

  • Link to the workshop program.

  • The organizing committee consisted of Alessio Anzuini (Bank of Italy), Fabio Fornari (European Central Bank) and Thomas Nitschka (Swiss National Bank).

Please use your favorite search engine to figure out the contact details of presenters and discussants.

And here are the links to previous editions of the workshop: