Workshop on Financial Econometrics and Empirical Modeling of Financial Markets

The unprecedented changes in financial markets present a major task for econometric modeling. The increasing complexity of financial models requires
equally sophisticated empirical methods. This workshop attempts to bring together researchers from different areas to address these challenges. We invite researchers to present their original work on related topics including, but not necessarily limited to, the following:

  • Forecasting under model and parameter uncertainty
  • Modeling exchange rates, monetary policy and stock markets
  • Contagion and spillovers
  • Bayesian modeling of financial markets


Date and Venue:

The workshop will be held on the April 20 and 21, 2017 at the Ruhr University of Bochum.

 

Organizer:

Joscha Beckmann, Ruhr University of Bochum and Kiel Institute for the World Economy (joscha.beckmann@rub.de)

Robert Czudaj, Chemnitz University of Technology (robert-lukas.czudaj@wirtschaft.tu-chemnitz.de)


Keynote Speaker:

Dan Thornton, Federal Reserve Bank of St. Louis (CV)


Paper Submission:

Abstracts of papers and/or session proposals should be submitted electronically by February 15, 2017 using Conference Maker. Authors will be notified by no later than March 8, 2017.

 

Special Issue:

A selection of papers will be published in the Scottish Journal of Political Economy. All papers will undergo the usual refereeing process. Submission details will be announced during the workshop.

 

Registration Fee:

The regular participation fee is €100 and €80 for PhD students. The fee covers access to all sessions as well as lunch and dinner.