The Society for Financial Econometrics (SoFiE) is a global network of academics and practitioners dedicated to sharing research and ideas in the fast-growing field of financial econometrics. SoFiE is committed to promoting and expanding research and education by organizing and sponsoring...

Submissions from all areas of financial econometrics and empirical finance are welcome, including estimation and testing, asset pricing and risk management, high frequency econometrics and market microstructure, forecasting and forecast evaluation, machine learning and “big data.”SoFiE is...

The SoFiE Financial Econometrics Schools are annual week-long research-based courses for Ph.D. students and new faculty in financial econometrics. The course is intended for Ph.D. students and researchers in statistics, econometrics and finance. It covers an introduction to statistical machine...

Theme: “The Econometrics of Derivatives Markets” Topics for the Summer School: - Introduction to Financial Market Volatility Estimation and Modeling - Review of High-Frequency Econometrics for Financial Data - Analysis of Risk Premiums in Continuous-Time Models - Econometrics for Parametric...

Everybody planning to attend the Annual SoFiE conference is invited to register and attend this Pre-Conference. It will help raise the quality and recognition to the benefit of the scholars in our organization! The pre-conference provides students, postdocs, and untenured professors (with up to...

In recent years scientific publishing has changed rapidly in response to the growth of the internet. Thanks to the internet, open access to research and data has become much more common. Apart from the increase in access to old forms of research, the internet has given rise to new forms of...

International Trade: Gravity Rules - Thierry Mayer (Sciences Po, Paris, CEPII and CEPR) Syllabus: Day 1 : Introduction Lecture 1: Gravity is nontrivial and true. Lecture 2: First foundations for gravity equations Day 2 : 21st Century Gravity Lecture 3: Ricardian models, theory-consistent...

Labor Market Consequences of Globalization - Gordon Hanson (University of California at San Diego) Overview: The course will examine recent empirical and theoretical literature on the labor market consequences of international trade and foreign investment in advanced and emerging economies.

Trade and the International Organization of Production - Esteban Rossi-Hansberg (Princeton University) 1. Trade, Firm Structure, Offshoring and Outsourcing 1.1. Firm Organization and Trade 1.2. Multinationals 1.3. Vertical Specialization 1.4. Task Trade, Offshoring and Outsorcing