This symposium brings prominent practitioners and academics together to discuss issues around capital markets and finance in a changing world.

We invite academics and professionals to submit papers related to derivative markets and products.

We invite authors to submit papers with a macro-finance theme. Topics: - Common/fundamental drivers of financial market and macroeconomic data, - Identification of monetary policy shocks from financial market data, - Influences of time-varying risk premiums and precautionary savings on financial...

We invite academics and professionals to submit papers that model/explain features of derivative markets and products.

Key Topics: Management of Innovation; Economics of Innovation and Entrepreneurship; Innovation and Entrepreneurship for educators; Innovation and Entrepreneurship in business; International innovation and Entrepreneurship.

Submissions from academic, research, consulting, industry, intermediary and policy organisations are encouraged and should focus on the following: - Advancing Innovation in ASEAN (Focus Theme) - Grassroots innovation (Focus Theme) - Innovation Training, Teaching & Coaching (Focus Theme) -...

The Auckland Centre for Financial Research at the Faculty of Business and Law, Auckland University of Technology will be hosting a two-day conference that focuses on derivative markets. We invite academics and professionals to submit papers that model/explain features of derivative...

The symposium will bring together leading New Zealand practitioners, academics and policymakers to discuss issues around Derivative Markets.

The Auckland Centre for Financial Research at the Faculty of Business and Law, Auckland University of Technology will be hosting a two-day conference that focuses on derivative markets. We invite academics and professionals to submit papers that model/explain features of derivative markets. The...

The symposium will bring together leading New Zealand practitioners, academics and policymakers to discuss issues around Derivative Markets.