Money, Macro and Finance Conference, 2012 |
---|
Summary of All Sessions |
Click here for an index of all participants |
# | Date/Time | Location | Type | Title | Papers |
---|---|---|---|---|---|
1 | September 6, 2012 14:45-16:15 | Emmet Theatre | contributed | Monetary Policy Decision-Making | 4 |
2 | September 6, 2012 14:45-16:15 | Swift Theatre | contributed | International Capital Flows | 3 |
3 | September 6, 2012 14:45-16:15 | Uí Chadhain Theatre | contributed | Asset Prices | 4 |
4 | September 6, 2012 14:45-16:15 | Long Room Hub | contributed | Fiscal Policy | 4 |
5 | September 6, 2012 14:45-16:15 | Synge Theatre | contributed | Forecasting | 4 |
6 | September 6, 2012 16:30-18:15 | Emmet Theatre | contributed | Optimal Policy in New Keynesian Models | 4 |
7 | September 6, 2012 16:30-18:00 | Swift Theatre | contributed | Optimal Financial Contracts | 4 |
8 | September 6, 2012 16:30-18:00 | Uí Chadhain Theatre | contributed | Economic Growth and Development | 4 |
9 | September 6, 2012 16:30-18:15 | Synge Theatre | contributed | Asset Price Dynamics | 5 |
10 | September 6, 2012 16:30-18:00 | Long Room Hub | contributed | Credit Crises | 4 |
11 | September 7, 2012 10:45-12:25 | Emmet Theatre | contributed | Central Banking | 5 |
12 | September 7, 2012 10:45-12:25 | Synge Theatre | contributed | The Labour Market | 5 |
13 | September 7, 2012 10:45-12:15 | Swift Theatre | contributed | Liquidity in Financial Markets | 4 |
14 | September 7, 2012 10:45-12:15 | Room 3071 | contributed | International Relative Prices | 4 |
15 | September 7, 2012 10:45-12:15 | Long Room Hub | contributed | Empirical Analysis of Risk Premia | 4 |
16 | September 7, 2012 13:15-14:45 | Emmet Theatre | contributed | DSGE Models and Collateral Constraints | 4 |
17 | September 7, 2012 13:15-14:45 | Synge Theatre | contributed | Monetary Policy | 4 |
18 | September 7, 2012 13:15-14:45 | Swift Theatre | contributed | Empirical Modelling of Financial Contagion | 4 |
19 | September 7, 2012 13:15-14:45 | Room 3071 | contributed | Consumption | 4 |
20 | September 7, 2012 13:15-14:45 | Long Room Hub | invited | GDRE Session (Banking and Corporate Governance) | 3 |
21 | September 7, 2012 16:30-18:15 | Emmet Theatre | contributed | International Transmission of Shocks | 4 |
22 | September 7, 2012 16:30-18:00 | Synge Theatre | contributed | Asset Returns and the Real Economy | 4 |
23 | September 7, 2012 16:30-18:15 | Swift Theatre | contributed | Optimal Portfolio Allocation | 4 |
24 | September 7, 2012 16:30-18:00 | Room 3071 | contributed | Sovereign Default | 3 |
25 | September 7, 2012 16:30-18:15 | Long Room Hub | contributed | Econometric Modelling (Journal of Applied Econometrics Session) | 4 |
26 | September 8, 2012 10:30-12:00 | Emmet Theatre | contributed | Total Factor Productivity | 4 |
27 | September 8, 2012 10:30-12:00 | Synge Theatre | contributed | Capital Structure of Firms | 3 |
28 | September 8, 2012 10:30-12:00 | Swift Theatre | contributed | The New Keynesian Model | 4 |
29 | September 8, 2012 10:30-12:00 | Uí Chadhain Theatre | contributed | Banking and Market Power | 3 |
30 | September 8, 2012 10:30-12:00 | Long Room Hub | contributed | Empirical Evidence on Inflation | 4 |
30 sessions, 118 papers, and 0 presentations with no associated papers |
---|
  |
---|
Money, Macro and Finance Conference, 2012 |
Complete List of All Sessions |
Session 1: Monetary Policy Decision-Making |
---|
Session type: contributed |
Date: September 6, 2012 |
Time: 14:45 - 16:15 |
Location: Emmet Theatre |
Influence and Interactions in Monetary Policy Committees. |
By Arnab Bhattacharjee; University of Dundee Sean Holly; Cambridge University |
Presented by: Sean Holly, Cambridge University |
Behind closed doors: Revealing the ECB’s Decision Rule |
By Bernd Hayo; Philipps-University Marburg |
Presented by: Bernd Hayo, Philipps-University Marburg |
First Impressions Matter: Signalling as a Source of Policy Dynamics |
By Stephen Hansen; Pompeu Fabra Michael McMahon; University of Warwick |
Presented by: Michael McMahon, University of Warwick |
How Transparent Should a Central Bank be? An Agent-Based Model Assessment |
By Isabelle Salle; Université Bordeaux IV Marc-Alexandre Senegas; University Bordeaux IV Murat Yildizoglu; Université Bordeaux IV |
Presented by: Marc-Alexandre Senegas, University Bordeaux IV |
Session 2: International Capital Flows |
Session type: contributed |
Date: September 6, 2012 |
Time: 14:45 - 16:15 |
Location: Swift Theatre |
Current Account Norms in Natural Resource Rich and Capital Scarce Economies |
By Bin Li; International Monetary Fund |
Presented by: Bin Li, International Monetary Fund |
The Global Savings Glut, Corporate Savings and the Role of Share Repurchases |
By Sebastian Jauch; Ludwig-Maximilians-Universität München |
Presented by: Sebastian Jauch, Ludwig-Maximilians-Universität München |
Investigating Global Imbalances - Empirical Evidence from a GVAR Approach |
[slides] |
By Timo Bettendorf; University of Kent |
Presented by: Timo Bettendorf, University of Kent |
Session 3: Asset Prices |
Session type: contributed |
Date: September 6, 2012 |
Time: 14:45 - 16:15 |
Location: Uí Chadhain Theatre |
In Search of a Riskless Asset |
By Vladimir Yankov; Boston University |
Presented by: Vladimir Yankov, Boston University |
Depression fears: Robust valuation with growth and volatility regimes |
By Xiaoyu Shen; VU University Amsterdam |
Presented by: Xiaoyu Shen, VU University Amsterdam |
Asset Price Bubbles in the Kiyotaki-Moore Model |
By Tomohiro Hirano; The University of Tokyo Masaru Inaba; Kansai University |
Presented by: Masaru Inaba, Kansai University |
Stealing and Empire Building Decisions in Investment and Asset Prices |
By Kaipichit Ruengsrichaiya; EDHEC |
Presented by: Kaipichit Ruengsrichaiya, EDHEC |
Session 4: Fiscal Policy |
Session type: contributed |
Date: September 6, 2012 |
Time: 14:45 - 16:15 |
Location: Long Room Hub |
Optimal fiscal policy in the face of oil windfalls and other known unknowns |
By Lavan Mahadeva; Oxford University |
Presented by: Lavan Mahadeva, Oxford University |
Monetary Policy and Fiscal Limits with No-Default |
By Baruch Gliksberg; University of Haifa |
Presented by: Baruch Gliksberg, University of Haifa |
A hands on approach to optimal budgetary policy |
[slides] |
By Jasper Lukkezen; CPB Coen N. Teulings; CPB Netherlands Bureau for Economic Policy Analysis |
Presented by: Jasper Lukkezen, CPB |
Even worse than you thought: The impact of government debt on aggregate investment and productivity |
By Simone Salotti; National University of Galway, Ireland Carmine Trecroci; University of Brescia |
Presented by: Simone Salotti, National University of Galway, Ireland |
Session 5: Forecasting |
Session type: contributed |
Date: September 6, 2012 |
Time: 14:45 - 16:15 |
Location: Synge Theatre |
Disentangling Qualitative and Quantitative Central Bank Communication |
By Paul Hubert; OFCE - SciencesPo |
Presented by: Paul Hubert, OFCE - SciencesPo |
Announcements of Interest Rate Forecasts: Do Policymakers "Stick" to Them? |
By Nikola Mirkov; University of St.Gallen |
Presented by: Nikola Mirkov, University of St.Gallen |
Forecasting the term structure of UK government bond yields when short term interest rates are near the zero lower bound |
By James Steeley; Aston University |
Presented by: James Steeley, Aston University |
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change |
By Simon Price; Bank of England |
Presented by: Simon Price, Bank of England |
Session 6: Optimal Policy in New Keynesian Models |
Session type: contributed |
Date: September 6, 2012 |
Time: 16:30 - 18:15 |
Location: Emmet Theatre |
Optimal Policy and the Sectoral Composition of Output in a New Keynesian Model |
By Vahagn Galstyan; Trinity College Dublin Michael Wycherley; Trinity College |
Presented by: Vahagn Galstyan, Trinity College Dublin |
Leaning against the wind but how? Monetary policy versus macroprudential measures |
By Gulcin Ozkan; University of York Filiz Unsal; International Monetary Fund |
Presented by: Gulcin Ozkan, University of York |
The optimal inflation rate revisited |
By Nicola Acocella; University of Rome Giovanni Di Bartolomeo; University of Teramo Patrizio Tirelli; Universita degli Studi Milano Bicocca |
Presented by: Giovanni Di Bartolomeo, University of Teramo |
Positive Inflation Targets and Welfare: The Short and the Long Run |
By Katrin Heinrichs; FernUniversität Hagen |
Presented by: Katrin Heinrichs, FernUniversität Hagen |
Session 7: Optimal Financial Contracts |
Session type: contributed |
Date: September 6, 2012 |
Time: 16:30 - 18:00 |
Location: Swift Theatre |
Reverse trade credit or default risk? Explaining the use of prepayments by firms |
By Simona Mateut; University of Nottingham |
Presented by: Simona Mateut, University of Nottingham |
Optimal Financial Contracting in Strategic Alliances |
By Jieying Hong; Universite Toulouse 1 |
Presented by: Jieying Hong, Universite Toulouse 1 |
Gains and Payments of Mergers and Acquisitions:Further Evidence from the UK |
By Mo Sherif; Heriot-Watt University |
Presented by: Mo Sherif, Heriot-Watt University |
On the Disciplining Effect of Short-Term Debt in a Currency Crisis |
By Takeshi Nakata; Niigata University |
Presented by: Takeshi Nakata, Niigata University |
Session 8: Economic Growth and Development |
Session type: contributed |
Date: September 6, 2012 |
Time: 16:30 - 18:00 |
Location: Uí Chadhain Theatre |
An Adjustment Cost Model of Distributional Dynamics |
By Parantap Basu; Department of Economics and Finance |
Presented by: Parantap Basu, Department of Economics and Finance |
An Experimental AK Model of Growth |
By Ferruccio Ponzano; University of Eastern Piedmont Roberto Ricciuti; University of Verona |
Presented by: Roberto Ricciuti, University of Verona |
Social Infrastructure and the Preservation of Physical Capital: Equilibria and Transitional Dynamics |
By Tiago Sequeira; Univ. Beira Interior Orlando Gomes; ISCAL Alexandra Ferreira-Lopes; ISCTE - IUL (University Institute of Lisbon) |
Presented by: Alexandra Ferreira-Lopes, ISCTE - IUL (University Institute of Lisbon) |
Financial Development and Growth in Financially Open Economies |
By Alessandra Dal Colle; Banca Prossima |
Presented by: Alessandra Dal Colle, Banca Prossima |
Session 9: Asset Price Dynamics |
Session type: contributed |
Date: September 6, 2012 |
Time: 16:30 - 18:15 |
Location: Synge Theatre |
Excess Financing, Government, and Asset Bubbles |
By Viktar Fedaseyeu; Bocconi University Vitaliy Strohush |
Presented by: Viktar Fedaseyeu, Bocconi University |
Single-bank proprietary platforms |
By Luca Gelsomini; IESEG School of Management (CNRS-LEM) Jonathan Cave; University of Warwick; RAND Europe |
Presented by: Luca Gelsomini, IESEG School of Management (CNRS-LEM) |
Oil price dynamics, macro-finance interactions and the role of financial speculation |
By Claudio Morana; Department of Economics |
Presented by: Claudio Morana, Department of Economics |
Speculation and the Integration of Financial Markets |
By Joerg Rieger; University of Heidelberg |
Presented by: Joerg Rieger, University of Heidelberg |
Asset Bubbles and Bailout |
By Tomohiro Hirano; The University of Tokyo Noriyuki Yanagawa; University of Tokyo |
Presented by: Tomohiro Hirano, The University of Tokyo |
Session 10: Credit Crises |
Session type: contributed |
Date: September 6, 2012 |
Time: 16:30 - 18:00 |
Location: Long Room Hub |
Liquidity Shocks, Bank Balance Sheets, and International Lending: Evidence from the 2007-08 Crisis |
By Camelia Minoiu; International Monetary Fund Tumer Kapan; Fannie Mae |
Presented by: Camelia Minoiu, International Monetary Fund |
Deleveraging the banking system after a crisis — Lessons from a small open economy |
By Jane Kelly; Central Bank of Ireland Reamonn Lydon; Central Bank of Ireland |
Presented by: Jane Kelly, Central Bank of Ireland |
Euro area inflation expectations and the role of money during the financial crisis |
By Petros Migiakis; Bank of Greece |
Presented by: Petros Migiakis, Bank of Greece |
Do Banks Lend Less in Uncertain Times? |
By Johann Scharler; University of Innsbruck Friedrich Sindermann; University of Innsbruck |
Presented by: Friedrich Sindermann, University of Innsbruck |
Session 11: Central Banking |
Session type: contributed |
Date: September 7, 2012 |
Time: 10:45 - 12:25 |
Location: Emmet Theatre |
The ECB's non-standard monetary policy measures: the role of institutional factors and financial structure |
By Bernhard Winkler; European Central Bank |
Presented by: Bernhard Winkler, European Central Bank |
The past, present and future of central banking |
By David Cobham; Heriot-Watt University |
Presented by: David Cobham, Heriot-Watt University |
The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules |
By Stefano d'Addona; University of Rome 3 Ilaria Musumeci; University of Rome 3 |
Presented by: Stefano d'Addona, University of Rome 3 |
The Impact of the Basel III Liquidity Standards on the Implementation of Monetary Policy |
By Stefan Schmitz; OeNB |
Presented by: Stefan Schmitz, OeNB |
Bank of England monetary operations with interest on reserves |
By John Whittaker; Lancaster University |
Presented by: John Whittaker, Lancaster University |
Session 12: The Labour Market |
Session type: contributed |
Date: September 7, 2012 |
Time: 10:45 - 12:25 |
Location: Synge Theatre |
Wage rigidities in an estimated DSGE model of the UK labour market |
By Francesco Zanetti; Bank of England Stephen Millard; Bank of England Renato Faccini; Queen Mary, University of London |
Presented by: Stephen Millard, Bank of England |
Optimal Unemployment Insurance with Endogenous UI Eligibility |
By Min Zhang; Shanghai University of Finance and Economics |
Presented by: Min Zhang, Shanghai University of Finance and Economics |
The relationship between output and unemployment in France and United Kingdom |
By Gaetan STEPHAN; University of Rennes 1 |
Presented by: Gaetan STEPHAN, University of Rennes 1 |
The Parent Trap: Dual Earner Households and the Cycle |
By Monique Ebell; London School of Economics and Humboldt |
Presented by: Monique Ebell, London School of Economics and Humboldt |
Why Is The U.S. Labor Share So Stable Over Time? |
By Clemens Struck; TCD |
Presented by: Clemens Struck, TCD |
Session 13: Liquidity in Financial Markets |
Session type: contributed |
Date: September 7, 2012 |
Time: 10:45 - 12:15 |
Location: Swift Theatre |
Systematic and Liquidity Risk in Subprime Mortgage backed Securities |
By Thomas Flavin; NUI Maynooth |
Presented by: Thomas Flavin, NUI Maynooth |
Timing Asset Market Peaks: The Role of the Liquidity Risk Cycle of the Banking System |
By Patrick Weber; EBS Business School |
Presented by: Patrick Weber, EBS Business School |
Short-selling regulations and market liquidity: Evidence from Europe |
By Giannoula Karamichailidou; The University of Auckland |
Presented by: Giannoula Karamichailidou, The University of Auckland |
Ambiguity and rollover risk: a possible explanation for market freezes? |
By Francesca Rinaldi; Banque de France |
Presented by: Francesca Rinaldi, Banque de France |
Session 14: International Relative Prices |
Session type: contributed |
Date: September 7, 2012 |
Time: 10:45 - 12:15 |
Location: Room 3071 |
The Law of One Price and the Role of Market Structure |
By Mustafa Caglayan; University of Sheffield Alpay Filiztekin; Sabanci University |
Presented by: Mustafa Caglayan, University of Sheffield |
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach |
By Ana Iregui; Banco de la Republica Jesus Otero; Universidad del Rosario |
Presented by: Ana Iregui, Banco de la Republica |
Oil price and U.S. dollar exchange rates dynamics |
By Joscha Beckmann; University of Duisburg-Essen Robert Czudaj; University of Duisburg-Essen |
Presented by: Joscha Beckmann, University of Duisburg-Essen |
Exchange Rate Pass Through and the Macro Economic Determinants |
By Dilshad Jahan; Heriot-Watt University |
Presented by: Dilshad Jahan, Heriot-Watt University |
Session 15: Empirical Analysis of Risk Premia |
Session type: contributed |
Date: September 7, 2012 |
Time: 10:45 - 12:15 |
Location: Long Room Hub |
Understanding Asset Correlations |
By Dominic Burkhardt; University of Zurich / Swiss Finance Institute Henrik Hasseltoft; University of Zurich/Swiss Finance Institute |
Presented by: Dominic Burkhardt, University of Zurich / Swiss Finance Institute |
Understanding the Risk Underlying the U.S. Subprime Mortgage-Backed Securities Market |
By Lisa Sheenan; National University of Ireland, Maynooth |
Presented by: Lisa Sheenan, National University of Ireland, Maynooth |
Macro determinants of U.S. stock market risk premia: A factor analysis approach |
By Fabian Baetje; Leibniz University of Hannover |
Presented by: Fabian Baetje, Leibniz University of Hannover |
What Drives Currency Predictability? |
By Valerio Poti Akhtar Siddique; Dept of Treasury |
Presented by: Valerio Poti, Dublin City University |
Session 16: DSGE Models and Collateral Constraints |
Session type: contributed |
Date: September 7, 2012 |
Time: 13:15 - 14:45 |
Location: Emmet Theatre |
Asset Prices, Collateral und Unconventional Monetary Policy in a DSGE-Model |
[slides] |
By Josef Hollmayr; Goethe University Frankfurt |
Presented by: Josef Hollmayr, Goethe University Frankfurt |
Financial Frictions and Inflation Differentials in a Monetary Union |
By Nikolay Hristov; ifo Institute Munich |
Presented by: Nikolay Hristov, ifo Institute Munich |
A DSGE-Based Assessment of Nonlinear Loan-to-Value Policies: Evidence from Hong Kong |
By Michael Paetz; Hamburg University |
Presented by: Michael Paetz, Hamburg University |
Occasionally binding credit constraints |
By Michał Brzoza-Brzezina; National Bank of Poland Marcin Kolasa; National Bank of Poland Krzysztof Makarski; National Bank of Poland |
Presented by: Krzysztof Makarski, National Bank of Poland |
Session 17: Monetary Policy |
Session type: contributed |
Date: September 7, 2012 |
Time: 13:15 - 14:45 |
Location: Synge Theatre |
Measuring the Policymaker’s Credibility: The Bank of England in 'nice' and 'not-so-nice' times |
By Iris Biefang-Frisancho Mariscal; UWE Bristol Woon Wong; UWE Bristol Peter Howells; UWE Bristol |
Presented by: Peter Howells, UWE Bristol |
Believe It or Not: Taylor Rule Uncertainty |
By Andrea Buraschi; Imperial College / Chicago Booth Andrea Carnelli; Imperial College London Paul Whelan; Imperial College London |
Presented by: Andrea Carnelli, Imperial College London |
Globalisation, Monetary Policy and the Yield Curve |
By Niall Mc Inerney; NUI Galway |
Presented by: Niall Mc Inerney, NUI Galway |
Financial Crises, Money and Inflation |
By Samuel Reynard; Swiss National Bank |
Presented by: Samuel Reynard, Swiss National Bank |
Session 18: Empirical Modelling of Financial Contagion |
Session type: contributed |
Date: September 7, 2012 |
Time: 13:15 - 14:45 |
Location: Swift Theatre |
Deciphering financial contagion in the euro area during the crisis |
By Sebastien Walti; Swiss National Bank |
Presented by: Sebastien Walti, Swiss National Bank |
Measuring Financial Contagion with Extreme Coexceedances |
By Apostolos Thomadakis; University of Surrey |
Presented by: Apostolos Thomadakis, University of Surrey |
Range-based Analysis of Volatility Spillovers in European Financial Markets |
By Lena Golubovskaja; NUI Maynooth |
Presented by: Lena Golubovskaja, NUI Maynooth |
Dynamic Stock Market Covariances in the Eurozone |
By Gregory Connor; Department of Economics Anita Suurlaht; NUI Maynooth |
Presented by: Anita Suurlaht, NUI Maynooth |
Session 19: Consumption |
Session type: contributed |
Date: September 7, 2012 |
Time: 13:15 - 14:45 |
Location: Room 3071 |
What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics |
By Michael Funke; University of Hamburg |
Presented by: Michael Funke, University of Hamburg |
Housing Equity Withdrawal, Property Bubbles and Consumption |
By Reamonn Lydon; Central Bank of Ireland Niall O'Hanlon; Central Statistics Office |
Presented by: Reamonn Lydon, Central Bank of Ireland |
Financial Literacy and Debt Literacy Amid The Poor |
By Cherif DIAGNE; Audencia Nantes School of Management |
Presented by: Cherif DIAGNE, Audencia Nantes School of Management |
Consumption in Ireland: Evidence from the Household Budget Survey |
By Petra Gerlach-Kristen; Economic and Social Research Institute |
Presented by: Petra Gerlach-Kristen, Economic and Social Research Institute |
Session 20: GDRE Session (Banking and Corporate Governance) |
Session Chair: Jean-Bernard Chatelain, University Paris I Pantheon Sorbonne |
Session type: invited |
Date: September 7, 2012 |
Time: 13:15 - 14:45 |
Location: Long Room Hub |
Debt Restructuring: Evidence of French Households |
By Henri Fraisse; Banque de France Philippe Froute; Université de Paris-Est Créteil |
Presented by: Henri Fraisse, Banque de France |
Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach |
By Olivier Darne; Universite Paris X - Nanterre Guy Levy-Rueff; Banque de France Adrian Pop; Institut d'Economie et de Management de Nantes -- IAE |
Presented by: Adrian Pop, Institut d'Economie et de Management de Nantes -- IAE |
French Connection: Interlocking Directorates and the Ownership-Control Nexus in French CAC 40 Firms |
By Tristan Auvray; University of Toulouse 1, IEP Olivier Brossard; University of Toulouse 1, IEP |
Presented by: Tristan Auvray, University of Toulouse 1, IEP |
Session 21: International Transmission of Shocks |
Session type: contributed |
Date: September 7, 2012 |
Time: 16:30 - 18:15 |
Location: Emmet Theatre |
Towards an Explanation of Cross-Country Asymmetries in Monetary Transmission |
By Georgios Georgiadis; Goethe University Frankfurt |
Presented by: Georgios Georgiadis, Goethe University Frankfurt |
Testing US and EA Monetary Coordination Using Indirect Inference |
By Yuqun Hong; Cardiff University |
Presented by: Yuqun Hong, Cardiff University |
Structural Breaks in International Inflation Linkages for OECD Countries |
By Gantungalag Altansukh; The University of Manchester Denise Osborn; University of Manchester Ralf Becker; University of Manchester George Bratsiotis; The University of Manchester |
Presented by: Gantungalag Altansukh, The University of Manchester |
Trade, investment, and capital flows: Mexico's macroeconomic adjustment to the Great Recession |
By Carlos Ibarra; Universidad de las Americas Puebla |
Presented by: Carlos Ibarra, Universidad de las Americas Puebla |
Session 22: Asset Returns and the Real Economy |
Session type: contributed |
Date: September 7, 2012 |
Time: 16:30 - 18:00 |
Location: Synge Theatre |
Credit Spreads as Predictors of Economic Activity in Eight European Economies |
By Michael Bleaney; University of Nottingham Paul Mizen; University of Nottingham veronica Veleanu; University of Nottingham |
Presented by: Paul Mizen, University of Nottingham |
A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals |
By Canlin Li Linlin Niu; Xiamen University Gengming Zeng; Xiamen University |
Presented by: Linlin Niu, Xiamen University |
Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks |
By Peter Smith; University of York |
Presented by: Peter Smith, University of York |
The Central Bank as Shaper and Observer of Events: the Case of the Yield Spread |
By Anna Florio; Politecnico di milano |
Presented by: Anna Florio, Politecnico di milano |
Session 23: Optimal Portfolio Allocation |
Session type: contributed |
Date: September 7, 2012 |
Time: 16:30 - 18:15 |
Location: Swift Theatre |
Risk-sharing and probabilistic network structure |
By Marco Pelliccia; Birkbeck College, University of London |
Presented by: Marco Pelliccia, Birkbeck College, University of London |
Optimal Portfolio Allocation Decisions with Multivariate GARCH models |
By Jose Luis Miralles-Marcelo; University of Extremadura Jose Luis Miralles-Quiros; University of Extremadura Maria del Mar Miralles-Quiros; University of Extremadura |
Presented by: Jose Luis Miralles-Quiros, University of Extremadura |
Is Gold a Safe Haven for Equity Investors? A VAR-GARCH Analysis |
By Ciara Morley; NUI Maynooth |
Presented by: Ciara Morley, NUI Maynooth |
Spatial Dominance Testing for Dynamic Investment Appraisal: Testing Procedure and Empirical Application |
By Minjoo Kim; University of Glasgow |
Presented by: Minjoo Kim, University of Glasgow |
Session 24: Sovereign Default |
Session type: contributed |
Date: September 7, 2012 |
Time: 16:30 - 18:00 |
Location: Room 3071 |
Euro Area Sovereign Debt Crisis: Can Contagion Spread from the Periphery to the Core? |
By Denis Gorea; Goethe University Frankfurt Deyan Radev; Johannes Gutenberg University Mainz |
Presented by: Denis Gorea, Goethe University Frankfurt |
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency |
By Lamia Bekkour; Luxembourg School of Finance Xisong Jin; University of Luxembourg Thorsten Lehnert; University of Luxembourg Fanou Rasmouki; Luxembourg School of Finance Christian Wolff; University of Luxembourg |
Presented by: Fanou Rasmouki, Luxembourg School of Finance |
Sovereign Default and Macroeconomic Tipping Points |
By Mark Joy; Central Bank of Ireland |
Presented by: Mark Joy, Central Bank of Ireland |
Session 25: Econometric Modelling (Journal of Applied Econometrics Session) |
Session type: contributed |
Date: September 7, 2012 |
Time: 16:30 - 18:15 |
Location: Long Room Hub |
The Good, The Bad and The Impaired: A Credit Risk Model of the Irish Mortgage |
By Robert Kelly; Central Bank of Ireland |
Presented by: Robert Kelly, Central Bank of Ireland |
The price discovery function of agricultural commodities - Evidence from smooth transition regressions |
By Joscha Beckmann; University of Duisburg-Essen Robert Czudaj; University of Duisburg-Essen |
Presented by: Joscha Beckmann, University of Duisburg-Essen |
Estimation of state space models with skewed shocks |
By Greg Koloch; National Bank of Poland |
Presented by: Greg Koloch, National Bank of Poland |
Nonlinear Adjustment in Korean Real Stock Prices |
By Jahyun Koo; Bank of Korea |
Presented by: Jahyun Koo, Bank of Korea |
Session 26: Total Factor Productivity |
Session type: contributed |
Date: September 8, 2012 |
Time: 10:30 - 12:00 |
Location: Emmet Theatre |
R&D Expenditures and the Global Diversification of Export Sales |
By Christopher Baum; Boston College Mustafa Caglayan; University of Sheffield Oleksandr Talavera; Durham University |
Presented by: Mustafa Caglayan, University of Sheffield |
Finance and Productivity Growth: Firm-level Evidence |
[slides] |
By Oliver Levine; University of Wisconsin-Madison Missaka Warusawitharana; Board of Governors of the Federal Reserve System |
Presented by: Missaka Warusawitharana, Board of Governors of the Federal Reserve System |
R&D, Financial Development and the Volatility Divergence |
By Shalini Mitra; University of Liverpool |
Presented by: Shalini Mitra, University of Liverpool |
The effect of the financial crisis on TFP growth: A general equilibrium approach |
By Stephen Millard; Bank of England Anamaria Nicolae; University of Durham |
Presented by: Stephen Millard, Bank of England |
Session 27: Capital Structure of Firms |
Session type: contributed |
Date: September 8, 2012 |
Time: 10:30 - 12:00 |
Location: Synge Theatre |
Why firms in the UK issue equity |
By Xin Qian; University of Birmingham |
Presented by: Xin Qian, University of Birmingham |
The macro-determinants of private equity investment: a European comparison |
By Roberta Colavecchio; Hamburg University |
Presented by: Roberta Colavecchio, Hamburg University |
Equity ownership and capital structure determinants: A study of New Zealand-listed firms |
By Fitriya Fauzi; the University of Waikato |
Presented by: Fitriya Fauzi, the University of Waikato |
Session 28: The New Keynesian Model |
Session type: contributed |
Date: September 8, 2012 |
Time: 10:30 - 12:00 |
Location: Swift Theatre |
Real Exchange Rate Volatility and Monetary Policy under Sticky Information |
By Yingzhu Li; Nanyang Technological University Joseph Alba; Nanyang Technological University Wai Mun Chia; Nanyang Technological University |
Presented by: Yingzhu Li, Nanyang Technological University |
Taylor rules, fear of floating and the role of the exchange rate in monetary policy: a case of observational equivalence |
By Juan Paez-Farrell; Loughborough University |
Presented by: Juan Paez-Farrell, Loughborough University |
What happens behind the New Keynesian IS? Technical notes |
By Roberto Tamborini; University of Trento |
Presented by: Roberto Tamborini, University of Trento |
Which Parameters Drive Approximation Inaccuracies? |
By Sebastian Sienknecht; Friedrich-Schiller-University Jena |
Presented by: Sebastian Sienknecht, Friedrich-Schiller-University Jena |
Session 29: Banking and Market Power |
Session type: contributed |
Date: September 8, 2012 |
Time: 10:30 - 12:00 |
Location: Uí Chadhain Theatre |
Financial Stability and Market power effects: Empirical evidence revisited |
By Santiago Carbó-Valverde; University of Granada and Federal Reserve Bank of Chicago Luis Pedauga; Universidad de Granada Francisco Rodriguez-Fernandez; University of Granada |
Presented by: Luis Pedauga, Universidad de Granada |
Bank competition in SME lending: new insights from bank |
By Fergal McCann; Central Bank of Ireland Tara McIndoe-Calder; Central Bank of Ireland |
Presented by: Fergal McCann, Central Bank of Ireland |
Put Your Money where Your Mouth Is: An Equilibrium Model Relating Bank Scale to Bank Quality |
By Tianxi Wang; University of Essex |
Presented by: Tianxi Wang, University of Essex |
Session 30: Empirical Evidence on Inflation |
Session type: contributed |
Date: September 8, 2012 |
Time: 10:30 - 12:00 |
Location: Long Room Hub |
On the Non-linear Relationship between Inflation and Economic Growth |
By Muhammad Khan; Unviersite D'Orleans |
Presented by: Muhammad Khan, Unviersite D'Orleans |
Inflation, Crisis and Money |
By Yue Kang; Heriot-Watt University |
Presented by: Yue Kang, Heriot-Watt University |
UK Macroeconomic Volatility and the Welfare Costs of Inflation |
By Vito Polito; Cardiff University |
Presented by: Vito Polito, Cardiff University |
What Matters for the Sacrifice Ratio? |
By Anamaria Nicolae; University of Durham |
Presented by: Anamaria Nicolae, University of Durham |
# | Participant | Roles in Conference |
---|---|---|
1 | Altansukh, Gantungalag | P21 |
2 | Auvray, Tristan | P20 |
3 | Baetje, Fabian | P15 |
4 | Basu, Parantap | P8 |
5 | Beckmann, Joscha | P14, P25 |
6 | Bettendorf, Timo | P2 |
7 | Burkhardt, Dominic | P15 |
8 | Caglayan, Mustafa | P26 |
9 | Caglayan, Mustafa | P14 |
10 | Carnelli, Andrea | P17 |
11 | Chatelain, Jean-Bernard | C20 |
12 | Cobham, David | P11 |
13 | Colavecchio, Roberta | P27 |
14 | d'Addona, Stefano | P11 |
15 | Dal Colle, Alessandra | P8 |
16 | Di Bartolomeo, Giovanni | P6 |
17 | DIAGNE, Cherif | P19 |
18 | Ebell, Monique | P12 |
19 | Fauzi, Fitriya | P27 |
20 | Fedaseyeu, Viktar | P9 |
21 | Ferreira-Lopes, Alexandra | P8 |
22 | Flavin, Thomas | P13 |
23 | Florio, Anna | P22 |
24 | Fraisse, Henri | P20 |
25 | Funke, Michael | P19 |
26 | Galstyan, Vahagn | P6 |
27 | Gelsomini, Luca | P9 |
28 | Georgiadis, Georgios | P21 |
29 | Gerlach-Kristen, Petra | P19 |
30 | Gliksberg, Baruch | P4 |
31 | Golubovskaja, Lena | P18 |
32 | Gorea, Denis | P24 |
33 | Hayo, Bernd | P1 |
34 | Heinrichs, Katrin | P6 |
35 | Hirano, Tomohiro | P9 |
36 | Hollmayr, Josef | P16 |
37 | Holly, Sean | P1 |
38 | Hong, Yuqun | P21 |
39 | Hong, Jieying | P7 |
40 | Howells, Peter | P17 |
41 | Hristov, Nikolay | P16 |
42 | Hubert, Paul | P5 |
43 | Ibarra, Carlos | P21 |
44 | Inaba, Masaru | P3 |
45 | Iregui, Ana | P14 |
46 | Jahan, Dilshad | P14 |
47 | Jauch, Sebastian | P2 |
48 | Joy, Mark | P24 |
49 | Kang, Yue | P30 |
50 | Karamichailidou, Giannoula | P13 |
51 | Kelly, Robert | P25 |
52 | Khan, Muhammad | P30 |
53 | Kim, Minjoo | P23 |
54 | Koloch, Greg | P25 |
55 | Koo, Jahyun | P25 |
56 | Li, Bin | P2 |
57 | Li, Yingzhu | P28 |
58 | Lukkezen, Jasper | P4 |
59 | Lydon, Reamonn | P19 |
60 | Mahadeva, Lavan | P4 |
61 | Makarski, Krzysztof | P16 |
62 | Mateut, Simona | P7 |
63 | Mc Inerney, Niall | P17 |
64 | McCann, Fergal | P29 |
65 | McMahon, Michael | P1 |
66 | Migiakis, Petros | P10 |
67 | Millard, Stephen | P12, P26 |
68 | Minoiu, Camelia | P10 |
69 | Miralles-Quiros, Jose Luis | P23 |
70 | Mirkov, Nikola | P5 |
71 | Mitra, Shalini | P26 |
72 | Mizen, Paul | P22 |
73 | Morana, Claudio | P9 |
74 | Morley, Ciara | P23 |
75 | Nakata, Takeshi | P7 |
76 | Nicolae, Anamaria | P30 |
77 | Niu, Linlin | P22 |
78 | Ozkan, Gulcin | P6 |
79 | Paetz, Michael | P16 |
80 | Paez-Farrell, Juan | P28 |
81 | Pedauga, Luis | P29 |
82 | Pelliccia, Marco | P23 |
83 | Polito, Vito | P30 |
84 | Pop, Adrian | P20 |
85 | Poti, Valerio | P15 |
86 | Price, Simon | P5 |
87 | Qian, Xin | P27 |
88 | Rasmouki, Fanou | P24 |
89 | Reynard, Samuel | P17 |
90 | Ricciuti, Roberto | P8 |
91 | Rieger, Joerg | P9 |
92 | Rinaldi, Francesca | P13 |
93 | Ruengsrichaiya, Kaipichit | P3 |
94 | Salotti, Simone | P4 |
95 | Schmitz, Stefan | P11 |
96 | Senegas, Marc-Alexandre | P1 |
97 | Sheenan, Lisa | P15 |
98 | Shen, Xiaoyu | P3 |
99 | Sherif, Mo | P7 |
100 | Sienknecht, Sebastian | P28 |
101 | Sindermann, Friedrich | P10 |
102 | Smith, Peter | P22 |
103 | Steeley, James | P5 |
104 | STEPHAN, Gaetan | P12 |
105 | Struck, Clemens | P12 |
106 | Suurlaht, Anita | P18 |
107 | Tamborini, Roberto | P28 |
108 | Thomadakis, Apostolos | P18 |
109 | Walti, Sebastien | P18 |
110 | Wang, Tianxi | P29 |
111 | Warusawitharana, Missaka | P26 |
112 | Weber, Patrick | P13 |
113 | Whittaker, John | P11 |
114 | Winkler, Bernhard | P11 |
115 | Yankov, Vladimir | P3 |
116 | Zhang, Min | P12 |
This program was last updated on 2013-02-27 19:12:45 EDT