We invite academics and professionals to submit papers related to derivative markets and products. The conference will feature a special issue of the Journal of Futures Markets.

The conference aims at bringing together scholars who will present their latest research on banking and financial markets. Both theoretical and empirical papers are welcome. Topic areas of interest include, but are not limited to, financial stability, institutional efficiency, technological...

This course provides a state of the art overview of complex economic systems with boundedly rational heterogeneous agents. The leading paradigm in macroeconomics assumes that economic agents (households, firms, investors) are perfectly rational in making their decisions. Experimental and...

The conference aims to stimulate the discussion on current developments in the field. Papers in all areas of financial market microstructure are invited.

This session discusses the latest advances in theoretical and empirical issues related to financial regulation, defined broadly. Topics will include, but will not be limited to, connections of regulation for intermediaries, households and policymakers in the US and outside the US.

CONFERENCE PROGRAM: - The Resilience of the U.S. Corporate Bond Market During Financial Crises; - Macro and Micro Skewness and Volatility Over the Business Cycle; - Do We Need Traditional Dealers in OTC Markets?; - U.S. Banks and Global Liquidity; - Expectations of Fundamentals and Stock Market...

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...

Economic governance in the European Union (EU) has seen substantial change over the last two decades. The Great Financial Crisis has spurred reforms seeking to stabilize financial and banking markets, notably with the creation of a European System of Financial Supervision (ESFS) and the European...

A conference on economic policy in the times of COVID-19, with special emphasis on monetary policy in Advanced and Emerging Market Economies. The main purpose of the conference is to stimulate the discussion of research on current monetary policy issues, including its interactions with other...

The themes of the conference cover policy and practitioner-oriented research related to systemic risk measurement. We solicit contributions covering a broad range of techniques related to systemic risk analytics, particularly related to (but not limited to) the following themes: - Using systemic...