27-28 June 2013
The 30th Symposium in Money Banking and Finance, will be held at the University of Poitiers,
Douglas Diamond guest speaker
To consult the call for papers or to upload a submission, please visit
Submission deadline February 28th, 2013
25 and 26 April 2013
International Conference on the Global Financial Crisis: European Financial Markets and Institutions
“The impact of the Global Financial Crisis on Banks, Financial Markets and Institutions in Europe”
In association with the Journal of International Money and Finance and the Money Macro and Finance Research Group
University of Southampton, UK
KEYNOTE SPEAKER: Professor James Lothian, Fordham University (US)
We are pleased to announce an international conference that will be held in the beautiful city of Southampton, UK on 25-26 April, 2013. The international conference is organised by the School of Management, University of Southampton, in association with the Journal of International Money and Finance and the Money Macro and Finance Research Group.
As the chairs of the conference, it is our great pleasure to cordially invite you to submit papers in all areas of banking and finance that investigates the effects of the Global Financial Crisis on European financial markets and institutions.
Both theoretical and empirical papers are encouraged in areas, which include, but are not limited to:
Asset pricing, banking, capital markets, corporate governance, corporate finance, efficiency and productivity analysis, financial regulation, foreign exchange markets, derivatives, global markets for risk, market microstructure, corporate investment decision, risk management, financial management, securitization, corporate control and organization, financial intermediation, forecasting, econometric analysis, risk management, systemic risk, liquidity risk, mathematical and computational modelling.
Proposals for special sessions are also welcome and should be sent directly to the Conference Chairs.
SPECIAL ISSUE in JOURNAL OF INTERNATIONAL MONEY AND FINANCE:
A special issue of the Journal of International Money and Finance (JIMF) on the conference theme will be published under the Guest Editorship of Professor Taufiq Choudhry, Dr Gerhard Kling and Dr Ranadeva Jayasekera. Papers submitted for this special issue will undergo the journal’s normal review process but the journal’s usual submission fee will not be required. Authors whose papers are accepted for presentation at the conference are encouraged to submit their papers to the JIMF special issue.
Additional details for the submission procedure will be provided in due course.
Those interested in presenting a paper at the conference are kindly invited to submit their completed papers, in PDF format, along with the names, addresses, affiliations, phone numbers and e-mail addresses of ALL co-authors by 9 November 2012 to the Conference Chairs using the paper submission form in the conference website, https://www.ocs.soton.ac.uk/index.php/financialcrisisconference/conference2013
The papers will be reviewed by the Conference Scientific Committee and the authors will be notified with the decision by 11 January 2013.
For additional details on the Keynote speakers, the Scientific Committee, the Conference Location & Accommodation, Registration fees, etc., please visit the conference website (provided above).
Workshop on ‘Systemic Risk, Financial Markets and the Post-Crisis Economy’
University of Nottingham
9-10 May 2013
Organised by the Centre for Finance and Credit and Macroeconomics, Nottingham and we are grateful for co-funding from the Money, Macro and Finance Research Group and the School of Economics, Nottingham.
9.00 – 10.15 Keynote Speaker 1: John Moore (University of Edinburgh)
10.45-12.15: Chair: Spiros Bougheas
Christophe Perignon (HEC Paris) A theoretical and empirical comparison of systemic risk measures
Kirstin Hubrich (ECB) Melting down: Systemic financial instability and the macro-economy
12.15-13.30: Buffet Lunch
13.30-15.00: Chair: Sanjay Barneji
Julia Giese (Bank of England) The credit-to-GDP gap and complementary indicators of macro-prudential policy: Evidence from the UK
Wolf Wagner (Tilburg University) The disturbing interaction between countercyclical capital requirements and systemic risk
15.00-15.30: Tea/Coffee break
15.30-17.00 : Chair: Paul Mizen
Spiros Bougheas (University of Nottingham) Strategic adverse selection and securitization
Dimitrios Tsomocos (University of Oxford) An integrated framework for analyzing multiple financial regulations
10.00-11.30: Chair: Sanjay Banerji
Tiangxi Wang (University of Essex) Lend out what you do not have: A model of banking and unconventional central banking
Toni Ahnert (LSE) Macroprudential liquidity regulation
12.00 – 13.00 Keynote Speaker 2: Javier Suarez (CEMFI)
13.00-14.00: Buffet Lunch
14.00-15.30: Chair: Spiros Bougheas
Vikrant Vig (London Business School) Information, Credit and Organization
Sanjay Banerji (University of Nottingham) Incentives, risk sharing and wealth: A model of intrinsic cycles
MMF Workshop on “Empirical Modelling of Financial Markets”
hosted by the Centre for Empirical Finance (CEF), Brunel University, London
organised by Professor GM Caporale to be held in the Darwin Room, Hamilton Centre, Brunel University,
London on 29 May 2013
10.00 Registration and Coffee
10.30-12.30 Session 1
Chair: Guglielmo Maria Caporale, Brunel University, London
Lucio Sarno, Cass Business School “Volatility Risk Premia and Exchange Rate Predictability” (joint with P. Della Corte and T. Ramadorai)
Discussant: Jerry Coakley, University of Essex
George Kapetanios, Queen Mary, University of London “Jumps in Option Prices and Their Determinants: Evidence from High Frequency Data " (joint with George Skiadopoulos and Michael Neumann)
Discussant: Ana-Maria Dumitru, Surrey University
12.30-13.30 Buffet Lunch
13.30-15.30 Session 2
Chair: John Hunter, Brunel University, London
Domenico Giannone, Universite’ Libre de Bruxelles (ULB) “Optimal Combination of Survey Forecasts” (joint with Cristina Conflitti and Christine De Mol)
Discussant: Michael Clements, University of Warwick
Dick van Dijk, Erasmus University Rotterdam "Common Factors in Commodity Futures Curves" (joint with M. van der Wel and D. Karstanje)
Discussant: John Hunter, Brunel University, London
15.30-16.00 Coffee Break
16.00-18.00 Session 3
Chair: Alessandra Canepa, Brunel University, London
Anders Rahbek, University of Copenhagen “Multivariate Covariance Targeting in the BEKK model” (joint with Rasmus Soendergaard Pedersen)
Discussant: Dennis Kristensen, UCL
Mario Forni, University of Modena and Reggio Emilia “Noise Bubbles” (joint with Luca Gambetti, Marco Lippi and Luca Sala) Discussant:
Paolo Zaffaroni, Imperial College
18.30 Dinner at a Local Restaurant (for Speakers and Discussants)
Maxwell Fry Global Finance Lecture,
University of Birmingham,
2 October 2013
"Taxing Banks Fairly" workshop
Wednesday 2nd October 2013
University of Birmingham, UK
We will notify the acceptance or rejection of papers by 15th September 2013.
Conference Organisers: Andy Mullineux, FinCris Co-investigator, Bournemouth University Sajid Mukhtar Chaudhry, FinCris Research Fellow, University of Birmingham
Call for Papers (pdf)