The purpose of this event is to bring together researchers who are working in the areas of macroeconomics and money to present and discuss their ongoing research and to stimulate interaction and co-operation between them. Submissions may deal with any topic in Macro, Money, and International...

Conference schedule: - Efficient Volatility and Covariation Estimation under Microstructure Noise - Locally Adjusted Multiplicative Error Models for Intraday Micro Forecasts - Quantifying Time-Varying Marginal Systemic Risk Contributions - Convex Order of Discrete Realized Variance and...