2025
16-17 October (Department of Economics, Carleton University, Ottawa, Canada). Workshop in Honour of the Distinguished Career of Professor Lynda Khalaf. Invited Speaker. Presentation of the paper “Testing for Pointwise Predictive Ability”.
18-19 September (Centre for Econometric Analysis, Bayes Business School, London, UK). 27 Dynamic Econometrics Conference. Organizer, Member of the Scientific Committee, and Presenter. Presentation of the paper “Augmented Taylor Rule Estimation”.
27-28 August (University of Victoria, Vancouver Island in British Columbia, Hotel Grand Pacific, Canada). 9th Conference on Econometric Models of Climate Change (EMCC). Presentation of the paper "Common Green Bubbles Detection in Real Time”.
18-22 August (Coex, Seoul, South Korea). 2025 World Congress of the Econometric Society. Two papers accepted for presentation. (1) Testing Clustered Equal Predictive Ability with Unknown Clusters” and (2) "Efficient Real-Time Bubble Detection”.
25-27 June (School of Economics and Management, Department of Economics, Social Studies, Applied Mathematics, and Statistics, University of Turin). 11th Annual Conference of the International Associationfor Applied Econometrics. Presentation of the paper "Efficient Real-Time Bubble Detection”.
5-6 June (Chambre De Commerce Et D'industrie De Paris CCIP, Paris, France). 9th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND).
29-31 May (University of Palermo, Italy), Eleventh Italian Congress of Econometrics and Empirical Economics. Program Committee.
25-27 April (The Sagamore, Bolton Landing, N.Y.). Camp Econometrics XIX.
3-4 April (University of Zaragoza, Spain). Workshop in Time Series Econometrics. Keynote Speaker.
26 March (University of Milano-Bicocca, Second floor of the U7 building, room 2104). Milan Time Series Seminars, MiTSS. Presentation of the paper "Macroeconomic Announcements, Confidence Innovations and Economic Activity in the US".
16-17 January (Centre for Econometric Analysis, Bayes Business School, London). New Environmental Challenges for Fiscal, Monetary, and Macroprudential Policy. (Call for Papers). Organiser & Co-Chair, Member of the Scientific Committee, Presenter.
2024
4-5 July (University of Orleans, France), 29th International Panel Data Conference. Member of the Scientific Committee. Presentation of the paper: "Testing Clustered Equal Predictive Ability with Unknown Clusters" (with O. Akgun, A. Pirotte, Z. Yang).
17 June (Centre for Econometric Analysis, Bayes Business School, London, UK). Occasional Econometrics Seminar on "Inflation, Expectations, and Real Economy - Forecasting". Organizer and Presenter.
30-31 May (Chambre De Commerce Et D'industrie De Paris CCIP, Paris, France), 8th International Workshop on Financial Markets and Nonlinear Dynamics (FMND). Presentation of the paper: "Asset Class Liquidity Risk Indicators. Timing the Risk in the European and US Equity and Bond Markets" (with A. Coppola, A. Varaldo)
22-24 May (Brunel University London, UK), The 2024 RCEA International Conference in Economics, Econometrics and Finance. Keynote Speaker: "Testing for Pointwise Predictability" (with L. Spreng).
26-28 April (The Mirror Lake, Lake Placid, NY), Camp Econometrics XVIII. Presentation of the paper: “Combination of P-Values in Panels” (with A. Pirotte, L. Spreng).
23 April (Centre for Econometric Analysis, Bayes Business School, London, UK). Occasional Econometrics Seminar on "Inflation, Expectations, and Real Economy". Organizer and Presenter.
3-5 April (Oxford University, UK). 26th Dynamic Econometrics Conference in Honor of Professor Sir David Hendry. Organizer, Member of the Scientific Committee, Presenter of the paper: "Testing for Pointwise Predictive Ability" (with L. Spreng)
2023
7-8 November (Bayes Business School, London, UK). Onassis Prizes Lectures and Chairmen's Forum. Presenter: Commenting on “The Future of Money and Payments - How Will Alice Pay Bob?” by Darell Duffie.
3-4 July (University of Amsterdam, The Netherlands). 28th International Panel Data Conference (IPDC2023). Member of the Scientific Committee.
21-23 April (The Sagamore. 110 Sagamore Rd. Bolton Landing, NY 12814). New York Camp Econometrics XVII. Paper presentation "Bubbles, Banking Crises and Systemic Risk in Europe and US” (P. Cincinelli, E. Pellini, G. Urga).
13-14 April (Centre for Econometric Analysis, Bayes Business School, London, UK). 25th Dynamic Econometrics Conference. Organizer, Member of the Scientific Committee, and Presenter.
2022
16-19 June (University Residential Center of Bertinoro, Italy) 27th International Panel Data Conference. Organizer, Member of the Scientific Committee, and Presenter.
8-9 June (Virtual format, using WebEx) Financial Stability Board (FSB) conference on “Systemic Risks in Non-bank Financial Intermediation (NBFI) and Policies to Address Them" . Presentation of the paper "Systemic Risk Pro-Cyclicality in the European Financial System" (with P. Cincinelli, E. Pellini)
2021
16-17 September (Virtual via Zoom) 24th Dynamic Econometrics Conference. https://www.dynamic-econometrics.timberlake-conferences.com/. Presenter and Organizer, and Member of the Scientific Committee. Presentation of the paper “Exchange Rates and Macroeconomic Fundamentals” (with E. Hillebrand, J. Mikkelsen, L. Spreng)
1-2 July (Virtual Meeting) 26th International Panel Data Conference. Member of the Scientific Committee. https://sites.google.com/view/ipdc-2021
10-11 April. (Virtual via Zoom). New York Camp Econometrics XV. Presentation of the paper “A Multivariate Nonparametric Test for Volatility Spillover” ” (with Soon Leong).
18-19 March (Virtual via Zoom). 23rd Dynamic Econometrics Conference. Presenter and Organizer. Presentation of the paper “A Systemic Risk Indicator and Asset Allocation” (with S. Donati)
2020
17-18 September (Department of Management, Economics and Quantitative Methods, Bergamo University, Italy) 23rd Dynamic Econometrics Conference. Presenter and Organizer. (CANCELLED DUE TO COVID-19 PANDEMIC)
24-25 June (University Residential Center of Bertinoro, Italy) 25th International Panel Data Conference. Presenter and Organizer. (RESCHEDULED DUE TO COVID-19 PANDEMIC)
16 March (Department of Management, Economics and Quantitative Methods, University of Bergamo, Italy, and Centre for Econometric Analysis, Cass Business School, UK). Seminar by David F. Hendry (Oxford University, UK) on “Modelling Non-Stationary Big Data”. Organizer. (CANCELLED DUE TO COVID-19 PANDEMIC)
2019
28 November (Department of Management, Economics and Quantitative Methods, University of Bergamo, Italy, and Centre for Econometric Analysis, Cass Business School, UK). Seminar by Lynda Khalaf (Carleton University, Canada) on “Simulation-Based Matching Inference with Applications to DSGE Models”. Organizer.
4 October (Centre for Econometric Analysis, Cass Business School, UK). International Conference on “Systemic Risk, Banking and Insurance, and the Role of their Shadow Entities”. Presenter and Organizer.
9-10 September (Oxford University, UK). 22nd Dynamic Econometrics Conference. Presenter and Organizer. Presentation of the paper “The Dynamics of Factor Loadings in the Cross-Section of Returns” (with R. Borghi, E. Hillebrand, and J. Mikkelsen). The co-authors Soon Leong and Oguzhan Akgun presented two other joint papers.
4 September (Centre for Econometric Analysis, Cass Business School, UK). Organizer. Occasional Econometrics Seminar. Presentation by David M. Drukker (Executive Director of Econometrics, StataCorp, USA) on “Plugging Python into a Stata Estimation Command".
2-6 July (Vilnius University, Vilnius, Lituania) 25th International Panel Data Conference. Presentation of the paper “Foreign Exchange Rates and Macroeconomic Fundamentals: A Time-Varying Factor Model Approach” (with E. Hillebrand and J. Mikkelsen).
16-19 June (Thessaloniki Greece) 39th International Symposium on Forecasting 2019. First coauthor presented the paper "Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts" (joint with O. Akgun, A. Pirotte and Z. Yang).
14-15 March (George Washington University, Washington D.C., USA). Dynamic Econometrics Conference. Presenter and Organizer. Presentation of the paper “Foreign Exchange Rates and Macroeconomic Fundamentals: A Time-Varying Factor Model Approach” (with E. Hillebrand and J. Mikkelsen).
26 February (Centre for Econometric Analysis, Cass Business School, UK). Organizer: Conference on “Macroeconomics: Theory and Practice”. Keynote speakers: Andy Haldane (Chief Economist, Bank of England) and Professor Sir David Hendry (University of Oxford, UK)
2018
19 November (Department of Management, Economics and Quantitative Methods, Bergamo University, Italy). Organizer: special Occasional Econometrics Seminar on “Deciding between Alternative Approaches in Macroeconomics” delivered by Professor Sir David Hendry (University of Oxford, UK).
10-11 September (Centre for Econometric Analysis, Cass Business School, UK). 20th Oxmetrics User Conference. Presenter and Organizer. Presentation of the paper “What Triggers Systemic Risk in the European Financial” (with C. Bellavite Pellegrini, P. Cincinelli, & M. Meoli). In addition, first coauthor presented “To Pool or not to Pool: The Strategy with Cross-Sectional Dependence on Panel Data” (O. Akgun and A. Pirotte).
19-20 June (Sogang University, Seoul, South Korea). 24th International Panel Data Conference. Presentation of the paper “The Dynamics of Factor Loadings in the Cross-Section of Returns” (with R. Borghi, E. Hillebrand, and J. Mikkelsen).
6-9 April. (Sagamore Resort Lodging, Sagamore, NY). New York Camp Econometrics XIII. Presentation of the paper “The Dynamics of Factor Loadings in the Cross-Section of Returns” (with R. Borghi, E. Hillebrand, and J. Mikkelsen).
22-23 March (Centre for Econometric Analysis, Cass Business School, London, UK). International Conference on“Spillovers in Crisis Transmission and Systemic Risk: Measurement and Management”. Organisers: Robin Lumsdaine and Giovanni Urga. Presentation of the paper.
2017
12-13 September (ESSEC, Paris La Défense, France). 19th Oxmetrics User Conference. Organizer and Presentation of the papers Global Comovements of Stock Returns using a Two-level Factor Model with Time-varying Parameters (R. Borghi, E. Hillebrand, J. Mikkelsen); and of the paper Multilevel Risk Management: ETF Backtesting Risk (with L. Khalaf , A. Leccadito).
7-8 July (University of Macedonia, Thessaloniki, Greece). 2017 International Panel Data Conference. Scientific Committee Member and Presentation of the papers Global Comovements of Stock Returns using a Two-level Factor Model with Time-varying Parameters (R. Borghi, E. Hillebrand, J. Mikkelsen).
20-23 June (Stern School of Business, New York, USA). 10th Annual Society for Financial Econometrics (SoFiE). Presentation of the paper Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management (V. Alexeev and W. Yao).
6-9 April. (Mirror Lake Inn Resort, Lake Placid, NY). New York Camp Econometrics XII. Presentation of the papers “Multilevel Backtesting of Value-at-Risk by Combining Dependent P-Values” (with L. Khalaf and A. Leccadito); and of he paper “Monte Carlo tests with non-identifiable nuisance parameters” (with A. Bianchi, J.-M. Dufour, L. Khalaf)
2016
25-26 November (Department of Management, Economics and Quantitative Methods University of Bergamo, Italy) 5th International Conference in Memory of Carlo Giannini on “RECENT DEVELOPMENTS IN ECONOMETRIC METHODOLOGIES”. Organizer and Presenter.
9 November (Bank of England, UK). Bank of England Seminar Series. Presentation of the paper Money Market Funds, Shadow Banking and Systemic Risk in United Kingdom (with C. Bellavite Pellegrini and M. Meoli).
12-13 September (Centre for Econometric Analysis, Cass Business School, UK). 18th OxMetrics User Conference. Organizer and presentation of the paper Money Demand Instability and the Welfare Cost of Inflation. The Case of U.S. over 1900-2013 (with M. Mogliani, Banque de France).
30 June-1 July (Lancaster University, UK). Conference on Financial Econometrics & Empirical Asset Pricing. Presentation of the paper Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management (V. Alexeev and W. Yao).
22-25 June (University of Milan-Bicocca, Milan, Italy). 3rd International Association of Applied Econometrics (IAAE) Conference. Presentation of two papers: (A) “Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models” (with E. Hillebrand and J. Mikkelsen); (B) Asymmetric Jump Beta Estimation with Implications for Portfolio Risk Management (V. Alexeev and W. Yao).
14-17 June (City University of Hong Kong) 9th Annual Society for Financial Econometrics (SoFiE) Conference. Presentation of the paper “Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models” (with E. Hillebrand and J. Mikkelsen).
1st June (Centre for Econometric Analysis, Cass Business School, UK). Organizer. “2nd Levelhulme Trust Lecture” delivered by Levelhulme Trust Visiting Professor Lynda Khalaf (Carleton University, Ottawa, Canada) on “Multilevel Backtesting of Value-at-Risk by Combining Dependent P-Values”.
8-10 April (1000 Island Harbor Hotel/Clayton, NY). New York Camp Econometrics XI. Presentation of the paper “Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models” (with E. Hillebrand and J. Mikkelsen).
17-18 March: 17th OxMetrics User Conference (George Washington University, USA). Presentation of the paper
2015
3-4 September. (Aix-Marseille University, Aix-en-Provence, France). 16th OxMetrics User Conference. Presentation of the paper “Systemic Risk and Monetary Policy” (with L. Baldo)
17-21 August. (Montréal, Canada). Econometric Society World Congress 2015. Presentation of the paper “Multiple Testing and Stability in Reduced Rank Non-stationary Regressions” (with M. Bergamelli and L. Khalaf).
29-30 June. (Central European University, Budapest, Hungary). 21st Panel Data Conference. Presentation of the paper “Testing for Breaks in Cointegrated Panels” (with C. Kao and L. Trapani).
14-15 June (Università della Svizzera Italiana (USI), Lugano, Switzerland). Workshop ‘Pietro Balestra’ on Recent developments in panel data econometrics. Presentation of the paper “Structural Breaks and Covariance Stability in Panels”.
5-9 June. (Università Cattolica del Sacro Cuore di Milano, Italy). The crisis conundrum. How to reconcile economy and society? Presentation of the paper “Systemic Risk and Monetary Policy” (with L. Baldo)
18-19 May (Economics and Finance Social Sciences School, Brunel University, Uxbridge, London, UK). 11th BMRC-DEMS Conference (2015). Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy in US and Euro Area” (With G. Consigli and R. Pianeti).
2014
14-15 November, CREATES, Aarhus University, Denmark. Contribution of a Chapter in Advances in Econometrics Volume 35 on the topic of Advances in Dynamic Factor Models. Presentation of the paper “Modelling Financial Markets Comovements During Crises: A Dynamic Multi-Factor Approach” (with M. Belvisi and R. Pianeti).
2-3 October, Accademia dei Lincei, Rome, Italy, 15th Workshop on the Financial System. Presentation of the paper “Interconnectedness and Systemic Risk of European Banks over the Recent Crises” (joint with Carlo Bellavite Pellegrini, Michele Meoli, Laura Pellegrini).
4-5 September, Cass Business School, London, 15th OxMetrics User Conference (Organizer and Presenter). Presentation of the paper “Maximum Non-extensive Entropy Bootstrap” (with M. Bergamelli and J. Novotny) and "Jumps and Information Asymmetry in the US Treasury Market" (with A.M. Dumitru).
1-2 September, The Institute for New Economic Thinking at the Oxford Martin School (INET) Oxford. Presentation of the paper “Testing for Multiple Breaks in the VECM Framework” (with M. Bergamelli and L. Khalaf).
9-10 July, Hitotsubashi Hall Tokyo, 20th International Panel Data Conference (Presenter and Scientific Committee Member). Presentation of the paper “Modelling Financial Market Comovements during Crises: A Dynamic Multi-Factor Model Approach" (with M. Belvisi and R. Pianeti)
15-18 June, Portola Hotel & Spa-Marriott Monterey, Monterey Bay, California, 2014 Western Finance Association Meetings. Presentation of the paper “A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets” (with S. Boffelli and J. Novotny).
11-13 June, Rotman School of Management and the Global Risk Institute in Financial Services, Toronto. Seventh Annual Society for Financial Econometrics-SoFIE- Conference. Presentation of the paper “High and Low Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers” (with S. Boffelli).
23 May, Banca Imi, Milan. Quantitative Finance Seminar (Seminario di Finanza Quantitativa). Presentation of three papers: Consigli, Pianeti e Urga (2013), Bellavite Pellegrini, Meoli, Pellegrini and Urga (2014), and Novotny and Urga (2014).
28-29 April, the Faculty of Economics of Cambridge University and the Institute for New Economic Thinking-INET, Cambridge and The Society for Financial Econometrics-SoFiE. Conference on Skewness, Heavy Tails, Market Crashes, and Dynamics. Presentation of the papers: “Co-Features in Finance: Co-arrivals and Co-jumps” (with J. Novotny), and “DCC Models with Asymmetric Multivariate Laplace Innovations. With an Application to Risk Management and Contagion” (with S. Boffelli and J. Cajigas).
4 April, Department of Economics, Finance and Accounting, University of Liverpool Management School, Liverpool, UK, Econometrics Knowledge Platform 3rd Annual Workshop, The Econometrics of Financial Markets. Presentation of the paper “Modelling Financial Market Comovements during Crises: A Dynamic Multi-Factor Model Approach" (with M. Belvisi and R. Pianeti).
20-21 March, George Washington University, Washington, DC, 14th OxMetrics User Conference. Presentation of the paper “Modelling Financial Market Comovements during Crises: A Dynamic Multi-Factor Model Approach" (with M. Belvisi and R. Pianeti).
2013
13-14 December, University of Cyprus, Nicosia, Cyprus, 24th (EC)² Conference, The Econometrics Analysis of Mixed Frequency Data. Presentation of the paper “High and Low Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers” (with S. Boffelli).
13 December, Dipartimento di Scienze dell’Economia e della Gestione Aziendale, Universita’ Cattolica Milan. Presentation of the paper “Modelling Financial Markets Comovements: A Dynamic Multi-Factor Approach" (with M. Belvisi and R. Pianeti).
26-27 September, Federal Reserve Board in Washington DC. 2013 NBER-NSF Time Series Conference. Presentation of the paper “A Dynamic Multi-Factor Model for Financial Market Comovements" (with M. Belvisi and R. Pianeti).
18-21 August, Hilton Düsseldorf, 2013 IAEE European Conference. Attendance.
4-5 July, Centre for Econometric Analysis, Cass Business School, London. 19th International Panel Data Conference (Organizer and Presenter).
8 April, Centre for Econometric Analysis, Cass Business School, London, International Conference on “Econometrics, Energy and Finance”. (Organizer and Presenter). Presentation of the paper “Asynchronous Data and Volatility Spillover with an Application to Natural Gas Futures and Forward Contracts ” (with A. Lanza and M. Russo).
4 April, CREATES, Aarhus University, Denmark. Presentation of the paper “A Dynamic Multi-Factor Model for Financial Market Comovements" (with M. Belvisi and R. Pianeti).
15 March, Department of Management, Economics and Quantitative Methods, University of Bergamo, Italy. Third Carlo Giannini Ph.D. Workshop in Econometrics: Panel data econometrics: theory and applications (Organizer).
25 January, Centre for Econometric Analysis, Cass Business School, London. International Conference on Systemic Risk, Contagion, Jumps and Co-Jumps (Organizer and Presenter).
16-18 January, Genova University, Italy. Fifth Italian Congress of Econometrics and Empirical Economics (ICEEE-2013), organised by the Italian Econometric Association (SIdE - Societa' Italiana di Econometria). Presentation (by my co-author) of the paper “A Dynamic Multi-Factor Model for Financial Market Comovements" (with M. Belvisi and R. Pianeti).
2012
14-15 December, Maastricht University, The Netherlands. 23rd (EC)2 Conference on the theme of “Hypothesis Testing”. Presentation (by my co-author) of the paper “Identification Robust Inference in Cointegrating Regressions" (with L. Khalaf).
13-15 December, New Economic School, Moscow, Russia. 20th Anniversary of NES. Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy” (with G. Consigli and R. Pianeti).
27-28 October, Department of Economics, Queen's University Kingston, Ontario, Canada. The 29th Annual Meeting of the Canadian Econometric Study Group. Presentation of the paper “Identification Robust Inference in Cointegrating Regressions" (with L. Khalaf).
18-20 October, Matera, Italy. 53ma RIUNIONE SCIENTIFICA ANNUALE (Italian Economic Association). Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy” (with G. Consigli and R. Pianeti).
4-5 October, Department of Industrial Economics and Technology Management, Norwegian University of Science and Technology, Trondheim, Norway). 2012 Conference on Energy Finance. Presentation of the paper “Measuring Volatility Spillover between Natural Gas Futures and Forward Contracts: A European Perspective” (with A. Lanza and M. Russo).
9-12 September, Ca’ Foscari University of Venice, Italy. 12th IAEE European Energy Conference. Presentation of the paper “Measuring Volatility Spillover between Natural Gas Futures and Forward Contracts: A European Perspective” (with A. Lanza and M. Russo).
3-4 September, Cass Business School, London. 12th OxMetrics User Conference (Organizer and Presenter).
5-6 July, Banque de France, Paris, France. 18th International Panel Data Conference.
3-4 May, Emerging Market Group, Cass Business School, London, UK. Microstructure of Financial Markets. Presentation of the paper “Moving from Price to Liquidity Discovery: A Microstructural Approach Based on Ultra High Frequency Data” (with V. L. Maini).
27 April, Emerging Market Group, Cass Business School, London, Global Linkages and Financial Crises. Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy” (with G. Consigli and R. Pianeti).
13-15 April, Syracuse University's at the Otesaga Resort Hotel in Cooperstown, NY. New York Camp Econometrics VII. Presentation of the paper “Identification Robust Inference in Cointegrating Regressions” (with L. Khalaf).
12-13 April, Bank of Italy, Rome, Italy. Third International Conference in Memory of Carlo Giannini on “Developments in macroeconomic modeling and econometric assessment of structural policy”. Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy” (with G. Consigli and R. Pianeti).
14 March, Federal Reserve Bank, Wasghington DC, USA. Economics Seminar. Presentation of the paper “A Systemic Risk Indicator and its Interactions with Monetary Policy” (with G. Consigli and R. Pianeti).
15-16 March 2012, George Washington University, Washington DC, U.S.A. 11th OxMetrics User Conference. Presentation of the paper “The Liquidity to Price Transmission Mechanism: A Combination of Nonparametric Tests for Co-Jumps” (with V. L. Maini).
2011
5 December, Center for Economic Research & Graduate Education, CERGE-EI, Charles University Economics Institute, Academy of Sciences of the Czech Republic, Prague. Presentation of the paper "Dynamic Conditional Correlation Models with Asymmetric Multivariate Laplace Innovations" (with J. Cajigas and A. Ghalanos).
16 September, Xfi Centre for Finance and Investment, Exeter University, UK). Advanced Research Training in Finance”, ESRC grant (ESRC Researcher Development Initiative Round 4, ref. no. RES-046-25-0031). (Cancelled).
1-2 September (Maastricht University, The Netherlands).10th OxMetrics User Conference. Presentation of the paper “Independent Factor Autoregressive Conditional Density Model” (with A. Ghalanos and E. Rossi). (Cancelled).
8-10 July (McGill University in Montreal, Canada). 17th International Panel Data Conference. Presentation of the paper “Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends” (with C. Kao and L. Trapani).
9-10 June, German Institute for Economic Research DIW- Berlin, Germany. Finance Conference 2011: The Role of Finance in Stabilizing the Past, Present and Future Real Economy. Discussant of the paper entitled “Stock Returns and Monetary Policy: Are There Any Ties” (by Bouakez, Essid and Normadin, HEC Montreal, Canada).
9-12 June, Washington University in St. Louis, USA. 2011 North American Summer Meeting of the Econometric Society. Presentation of the paper “Independent Factor Autoregressive Conditional Density Model” (with A. Ghalanos and E. Rossi).
26 May, University of Padua, Italy. Dipartimento di Scienze Economiche “Marco Fanno” Seminar Series. Presentation of the paper “Sequential Breaking Procedures with an Application to Money Demand for Argentina over 1900–2006” (with M. Mogliani and C. Winograd)
10 May, Dip. di Scienze Economiche e Statistiche, Salerno University, Italy. DiSES Seminar Series. Presentation of the paper “Sequential Breaking Procedures with an Application to Money Demand for Argentina over 1900–2006” (with M. Mogliani and C. Winograd).
2-5 March, Chicago, Illinois, USA. 2011 Annual Meeting of the Midwest Finance Association (MFA). Presentation of the paper “True vs Spurious Long Memory: A Monte Carlo Study with an Application to Credit Data” (with A. Leccadito and O. Rachedi).
19-21 January, Faculty of Economics, University of Pisa, Italy. Fourth Italian Congress of the Econometrics and Empirical Economics (ICEEE 2011). Presentation of the paper “Independent Factor Autoregressive Conditional Density Model” (with A. Ghalanos and E. Rossi).
18 January, European University Institute, Florence, Italy. Presentation of the paper “Sequential Breaking Procedures with an Application to Money Demand for Argentina over 1900–2006” (with M. Mogliani and C. Winograd).
2010
3-4 December, Cass Business School, London, UK. International Conference on “High-Dimensional Econometric Modelling” (Organizer and Presenter).
5 October, Department of Economics, Carleton University, Ottawa, Canada. Presentation of the paper “Sequential Breaking Procedures with an Application to Money Demand for Argentina over 1900–2006”
2-3 October, Syracuse University's Minnowbrook Conference Center, NY, USA. New York Camp Econometrics V. Attending the event and chairing session.
16-17 September, Cass Business School, London, UK. 9th OxMetrics User Conference (Organizer and Presenter).
7-8 September (CIDE-University Palermo, Italy): Econometric Courses for PhD Students (Econometria per Dottorandi - Sede di Palermo) of the Italian Association of Econometricians. Short Course on “The Econometrics of Stationary and Nonstationary Panel Data”.
17-21 July, Shanghai Jiao Tong University, China. Attending the 2010 Econometric Society World Congress.
29 June-2 July, Pullman Hotel, Bangkok, Thailand. Asian Finance Association (AsianFA) 2010 International Conference on “New Horizons in Finance for Asia and the Region”.
28 May, PhD Programme in Economics and Management Technology “Doing research in Corporate Finance, Faculty of Engineering, University of Bergamo. Discussant of the paper by J. Ritter “Testing Theories of Capital Structure and Estimating the Speed of Adjustment”.
3 June, PhD Programme in Economics and Management Technology, Faculty of Engineering, University of Bergamo. Workshop on “A Research Day on IPOs”. Discussant of the paper by Francois Degeorge “Auction IPOs: The US Evidence” (with F. Derrien and K. Womak).
23-24 April, The Fields Institute for Research in Mathematical Sciences in Toronto. Thematic Program on Quantitative Finance, Workshop on Financial Econometrics (Organised by Yacine Ait-Sahalia). Presentation of the paper “Identifying Jumps in Financial Assets: A Comparison between non Parametric Jump Tests” (with A.-M. Dumitru).
7-9 April, Villa Rufolo - Ravello, Italy. MAF 2010 - Mathematical and Statistical Methods for Actuarial Sciences and Finance. Presentation of the paper “True vs Spurious Long Memory: A Monte Carlo Study with an Application to Credit Data” (with A. Leccadito and O. Rachedi).
18-19 March, George Washington University, Washington, DC, U.S.A. 8th OxMetrics User Conference. Presentation of the paper “Monetary Disorder and Financial Regimes: the Money Demand in Argentina, 1900-2006” (with M. Mogliani and C. Winograd).
23 February, Centre for Econometric Analysis, Cass, UK. ESRC-CEA Seminar Series 2. Seminar 6: Andrew Smithers (Smithers & Co. Ltd.). “Imperfect Markets and Inept Central Bankers” (Organizer)
16 February, Centre for Econometric Analysis, Cass, UK. ESRC-CEA Seminar Series 2. Seminar 5: Andy Haldane (Executive Director, Financial Stability, Bank of England) “Public Policy in an Era of Super-Systemic Risk” (Organizer)