The nature of this 3-day international forum will be unprecedented. It will involve facilitated debates, interactive discussions and top level knowledge exchange in an intimate atmosphere, quite different from other major international conferences. Key stakeholders and international experts will...

Central banks rely increasingly on the empirical analysis of financial markets and the information contained therein to help them analyse the state of the macroeconomy, the impact of policy actions and to estimate the effects of risk. This one-week event will provide a rigorous overview of the...

The conference will present an overview of new theoretical and empirical papers on all aspects of (extreme) dependence. Topics relevant to the conference include new advances in analyzing and modelling (time-variation in) extreme dependence, as well as the consequences of extreme dependence for...

This one-week seminar introduces participants to some of the basic econometric tools that are relevant for this key purpose. The event will combine lectures on introductory econometric theory with a heavy focus on practical exercises on each topic. Participants will be introduced to econometric...