3rd 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
  • Energy finance


Date and Venue:

The workshop will be held on May 6 and 7, 2019 at the University of Greifswald.


Program:

TBA


Organizing Committee:

Joscha Beckmann, University of Greifswald and Kiel Institute for the World Economy (joscha.beckmann@uni-greifswald.de)

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


Keynote Speaker:

Simone Manganelli (ECB)


Paper Submission:

Abstracts of papers or preferably full papers should be submitted electronically by March 11, 2019 using Conference Maker. Authors will be notified by no later than March 24, 2019.

Registration Fee:

The regular participation fee is €120 and €100 for PhD students. The fee covers access to all sessions as well as lunch and dinner.


See here the programs of the first and second edition of the workshop.