The 17th BMRG Conference on Macro and Financial Economics/Econometrics (MFEE):
Online on Zoom, Wednesday 29th of November 2023
Video of the Conference
Passcode: 9h@@ZhAy
Zoom Link:
Join Zoom Meeting https://bruneluniversity.zoom.us/j/91513167871
Meeting ID: 915 1316 7871
Passcode: 0247101125
Organizers: M. Karanasos (Brunel University London), S. Yfanti (QMUL, School of Business and Management)
PROGRAM:
(Greek) Session I, 10.00-11.40am Chair: Ioannis Karavias 10.00-10.25 “Don’t industries lead stock markets?“ (with Olan Henry and Sam Pybis) 10.25-10.50 (Athens University of Economics and Business): “Leverage Effect, Volatility Feedback and the Influence of Jumps“ (with Ioannis Papantonis and Elias Tzavalis) 10.50-11.15 (with James A. Duffy) 11.15-11.40 (with M. Karanasos) 11.40-12.00 Coffee Break
Session II (Macro/Financial Econometrics)
12.00-13.40
Chair: Vasilis Sarafidis
12.00-12.25
(Stockholm School of Economics )
“Volatility and the Pricing Kernel”
(with David Schreindorfer)
12.25-12.50
“Mind your language: Market responses to central bank speeches”
(with Michael McMahon, Christopher J. Neeley, and Xiye Yang)
12.50-13.15
“Speaking of Inflation: The influence of FED Speeches on Expectations”
(with VegardH.Larsen and GretaMeggiorini)
13.15-13.40
(Ca’ Foscari University of Venice, and University of Cambridge)
“Score-Driven Models for (Multivariate) Realized Volatility”
13.40-14.00
Coffee Break
(RastaNews Team) Session III
14.00-16.05
Chair: Menelaos Karanasos
14.00-14.25
(University of Milano Bicocca)
“Euro area inflation and a new measure of core inflation”
14.25-14.50
(Federal Reserve Bank of New York)
“Uniform and distribution-free inference with general autoregressive processes”
(with Tasos Magdalinos)
14.50-15.15
“New econometric tests for testing uncovered interest parity and the end of strong exogeneity”
“Asymmetric Violations of the Spanning Hypothesis”
(with Gustavo Freire)
15.40-16.05
Christian Conrad
“Macroeconomic Announcements and the Volatility Feedback Effect”
Our RASTANEWS team, almost eight years younger…