FOCUS: Pensions, Insurance, Regulation, Model Risk, CVA, Risk Measurement, Commodities, Emissions Trading and other areas of Quantitative Finance.

The workshop is intended to bring together academics and practitioners to discuss recent developments in macroeconomics. We encourage contributions in all areas of macroeconomics, particularly those relevant to an open economy such as Australia.

This workshop aims to present and discuss recent and ongoing research in mathematical finance, which relies on weaker assumptions than typically assumed e.g. under the classical risk neutral paradigm.

The goal of this workshop is to bring together macroeconomists to discuss current research frontiers on a regular basis. Applications from economists from all Europe-based institutions are welcomed in all fields of macroeconomics. Theoretical and empirical contributions are equally welcome.

Cette quatorzième journée d’économétrie organisée à l’université Paris Ouest - Nanterre La Défense a pour objet de permettre à des chercheurs de présenter des travaux de recherche théoriques et/ou appliqués en économétrie de la finance. L’accent sera mis sur l’utilisation...

The goal of this workshop is to bring together European applied macroeconomists to discuss current frontier research on a regular basis. Applications from economists from all French and European institutions are welcomed in all fields of applied macroeconomics including financial, international,...

Submission of papers in all areas of macroeconomics is encouraged.

Papers focusing on applications with important substantive implications as well as methodological issues are welcome. Submissions by students and young researchers are particularly encouraged.

The goal of this workshop is to bring together macroeconomists to discuss current research frontiers on a regular basis. Applications from economists from all Europe-based institutions are welcomed in all fields of macroeconomics. Theoretical and empirical contributions are equally welcome.

Agent-based models have become an important framework for analyzing complex macroeconomic dynamics resulting from the interaction of heterogeneous agents with bounded rationality. This framework frees the modeler from the constraints imposed by the substantive rationality, equilibrium, and...