Program

Financial Globalization and its Spillovers:

Monetary and Exchange Rate Policy in Times of Crises


Wednesday, 15 February 2017

15:00 onward: Arrival at the hotel (a room is booked for you according to the information you have provided in your registration):

Hotel Hopper St. Josef, Dreikönigenstraße 1-3,50678 Köln, T. +49.221.99800-0, F. +49.221.99800-111

19:00 onward: Informal Dinner at

Zum Alten Brauhaus”, Severinstraße 51, 50678 Köln. The Brauhaus is just a 3 minute walk from the hotel (see map). As this is an informal dinner you can also join us anytime later after your arrival.

Thursday, 16 February 2017

07:45 Departure to Conference Venue TH-Köln, Campus Südstadt, Claudiusstrasse

The venue is a 10-15 minutes walk from the hotel, but we also provide a bus service. Please note that the bus to Maastricht will depart after lunch from the conference venue and not from the hotel. So please bring with you all you need for the day

08:00 Registration

08:30 Welcome Speech by Prof. Dr. Sylvia Heuchemer, Vice President TH Köln

08:45 Opening of Workshop by the Organizers


09:00 Workshop Session 1 – Chair: Ansgar Belke

Cross-border transmission of emergency liquidity

Michael Koetter (Leibniz Institute for Economic Research Halle, Frankfurt School of Finance and Management, Deutsche Bundesbank), Thomas Kick (Deutsche Bundesbank, University Erlangen-Nuremberg) and Manuela Storz (Frankfurt School of Finance & Management)

Discussant: Ulrich Volz (SOAS University of London)


The breadth of currency crises

Stefan Straetmans (Maastricht University), Philipp Hartmann (ECB), and Casper G. de Vries (Erasmus University Rotterdam)

Discussant: Timo Baas (University of Duisburg-Essen)


10:30 Workshop Session 2 – Chair: Joscha Beckmann

Exchange Rates and Macro News in Emerging Markets

Guglielmo Maria Caporale (Brunel University London), Fabio Spagnolo (Brunel University London) and Nicola Spagnolo (Brunel University London)

Discussant: Maria Siranova (University of Bratislava)

What determines financial development? Bayesian model averaging evidence

Roman Horvath (Charles University Prague), Eva Horvatova (University of Economics Bratislava) and Maria Siranova (University of Economics Bratislava)

Discussant: Robert Czudaj (Chemnitz University of Technology)

12:00 Lunch

13:00 Bus shuttle to Maastricht University where the special event takes place


15:00 25 Years After Maastricht: The Future of Money and Finance in Europe

Chairs: Jaap Bos (University Maastricht), Ansgar Belke (UDE) and Harald Sander (TH Köln)

Official Opening by Prof. Dr. Jaap Bos, Department Head of the Finance Department at Maastricht University

Words of Welcome by Prof. Dr. Philip Vergauwen, Dean of Maastricht University’s School of Business and Economics


Keynote Speeches:

Benoît Cœuré, Member of the Executive Board of the European Central Bank, TB

Professor Barry Eichengreen, UC Berkeley: “Aftershocks of monetary unification“.

The keynotes will be followed by a panel discussion with the keynote speakers and

Daniel Gros (Director CEPS), Hans-Helmut Kotz (Center for European Studies Harvard, Center for Financial Studies Frankfurt) and Robert McCauley (Senior Adviser BIS)

18:00 Closing words by Prof. Dr. Jaap Bos

19:00 Dinner in Maastricht at Chateau Neercanne:

Dinner Speech: Niels Thygesen, Professor Emeritus of International Economics at the University of Copenhagen, independent member of the Delors Committee on Economic and Monetary Union in 1988 and 1989.

21:30 Bus Transfer back to Hotel Hopper, Cologne

Friday, 17 February 2017

08:00 Bus transfer to conference venue available

08:30 Workshop Session 3 - Chair: Harald Sander

International Financial Integration in the Aftermath of the Global Financial Crisis

Gian Maria Milesi-Ferretti (IMF, CEPR) and Philip Lane (Central Bank of Ireland, Trinity College Dublin, CEPR)

Discussant: Jana Riedel (University of Münster, Institute of International Economics)

Global Bond Market Spillovers from Monetary Policy and Reserve Management

Robert N. McCauley (BIS)

Discussant: Hans Helmut Kotz (Center for European Studies Harvard, Center for Financial Studies Frankfurt)

10:30 Workshop Session 4 - Chair: Ansgar Belke

Financial spillovers of international monetary policy: Six hypotheses on Latin American case, 2010-2016

Sylvester Eijffinger (Tilburg University) and Jonathan Malagón (Colombian Banking Association, National University of Colombia)

Discussant: Mariarosaria Comunale (Central Bank of Lithuania)

Revisiting the Fama Puzzle: An Unexpected Journey

Matthieu Bussière (Banque de France), Menzie Chinn (University of Wisconsin, NBER), Laurent Ferrera (Banque de France), and Jonas Heipertz (Paris School of Economics)

Discussant: Evgenia Passari (Univeristy of Paris-Dauphine)

12:00 Lunch

13:00 Workshop Session 5 – Chair: Joscha Beckmann

Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy

Martin Feldkircher (Oesterreichische Nationalbank), Thomas Gruber (OeNB) and Floria Huber (Vienna University of Economics and Business)

Discussant: Milan Nedeljkovic (Central Bank of Serbia)

How Connected is the Global Sovereign Credit Risk Network?

Kamil Yilmaz (Koç University) and Görkem Bostancı (University of Pennsylvania)

Discussant: Rainer Schüssler (Helmut Schmidt University, Hamburg)

14:45 Workshop Session 6 – Chair: Hans-Helmut Kotz

Cross-Border Banking and Macroprudential Policies in Asymmetric Monetary Unions

Lena Dräger (Mainz University) and Christian Proaño (University of Bamberg)

Discussant: Anton Jevcak (European Commission)

Small Firms and Domestic Bank Dependence in Europe's Great Recession

Mathias Hoffmann (University of Zurich, CESifo), Bent E. Sorensen (University of Houston, CEPR) and Egor Maslov (University of Zurich)

Discussant: Ralph Setzer (ECB)

The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model

Romanos Priftis (European Commission, DG ECFIN), Stephan Hohberger (European Commission, Joint Research Centre) and Lukas Vogel (European Commission, DG ECFIN

Discussant: Irina Dubova (University of Duisburg-Essen)


17:00 Departure to city tour (Cathedral)

19:30 Farewell Dinner at Haus Müller, Achterstr. 2, 50678 Köln (close to the Hotel, see map or http://haus-mueller.koeln)

Departure: Friday or Saturday