Organization of Conferences

(Details of the Brunel Macroeconomics Research Centre (BMRC)-Quantitative and

Qualitative Analysis in Social Sciences (QASS) conferences can be found at the
QASS web site

 

12th BMRC-CEF conference on Macro and Financial Economics and Econometrics,

Brunel University, May 2016

 

11th BMRC-DEMS conference on Macro and Financial Economics and Econometrics,

Brunel University, May 2015

 

Some videos from the conference:

Paul De Grauwe:

 

Ray Barrell’s Discussion:

 

Barbara Rossi:

 

Liudas Giraitis’ Discussion:

 

Robert Taylor:

 

Enrique Sentana:

 

Soren Hvidkjaer:

 

Richard Baillie:

 

Menelaos Karanasos’ Discussion:

 

Stephen Satchell:

 

Rod McCrorie:

 

Cesare Robotti:

 

Christian Conrad:

 

Melanie Schienle:

 

Claudio Morana:

 

Massimo Giuliodori:

 

Alessio Sancetta:

 

Menelaos Karanasos:


 

10th BMRC-DEMS conference on Macro and Financial Economics and Econometrics, 

Brunel University, May 2014

Some videos from the conference:

Giakomini and Conrad:

 

 

 

Francq, Zakoian and Melard:

 

Baillie, Rahbek and Harvey:

 

Paya and Karanasos:


 

9th BMRC-QASS conference on Macro and Financial Economics

Brunel University, May 30th 2013

 

8th BMRC-QASS conference on Macro and Financial Economics

Brunel University, May 24th 2013

 

7th BMRC-QASS conference on Macro and Financial Economics

Brunel University, May 2012

 

Alfred-Weber-Institute-QASS Conference on Macro and Financial Econometrics

University of Heidelberg, September 2011 (Co-chair with C. Conrad)


6th BMRC-QASS conference on Macro and Financial Economics
Brunel University, May 2011

5th BMRC-QASS conference on Macro and Financial Economics
Brunel University, May 2010

4th BMRC-QASS conference on Macroeconomics: Theory and Applications
Brunel University, July 2009

QASS conference on Financial Econometrics and Realized Volatility/Vast Data
Queen Mary University of London, June 2009 (co-chair with George Kapetanios)

3rd BMRC-QASS conference on Policy Challenges from the Current Financial Crisis
Brunel University, May 2008 (co-chair with Philip Davis)

CEF-QASS conference on Empirical Finance
Brunel University, 2008 (co-chair with Guglielmo Maria-Caporale)

2nd BMRC-QASS conference on Stochastic Volatility and Persistence
Brunel University, June 2007

4th Applied Financial Economics (AFE – QASS) Conference
Samos, Greece, July 2007
(co-chair with Kyriakos Kioulafas and John Hatgioannides)

1st BMRC-QASS conference on Macro and Financial Economics/Econometrics
Brunel University, June 2006

3rd Applied Financial Economics (AFE – QASS) Conference
Samos, Greece, July 2006
(co-chair with Kyriakos Kioulafas and John Hatgioannides)


 

Invited Presentations:

 (Details are available upon request)

Invited Lectures:

2011: Conference on Macroeconomic Policy, Istanbul Bilgi University, July

Invited Departmental Seminars:

2017-2018:

(1) ICMA Centre, University of Reading

(2) Business School, King’s College London

(3) Department of Economics, University of Piraeus, Athens, Greece

(4) Management School, Lancaster University

(5) Department of Economics, University of Copenhagen, Denmark

 

2015-2016:

Athens University of Economics and Business, Athens, Greece

 

2014-2015:

Department of Economics and Business, Aarhus University, Denmark Aarhus Seminar

 

    2013-2014:

    (1) Department of Economics, Mathematics and Statistics, Birkbeck College, University of London Birkbeck Seminar

    (2) Department of Economics, Queen Mary University of London QMUl Seminar

    (3) Department of Econometrics, Erasmus University, Rotterdam ERASMUS Seminar

    (4) Granger Centre for Time Series Econometrics, University of Nottingham  Granger Centre Seminar

    (5) Tanaka Business School, Imperial College

    (6) Business School, University of Manchester MBS Seminar

    (7) Business School, Cardiff University CBS Seminar

    (8) Centre of Research in Economics and Statistics (CREST), Paris CREST Seminar

    (9) Department of Statistics, London School of Economics LSE Seminar

(10) Department of International Business and Economics, University of Greenwich

 

    2012-2013:

 

    (1) School of Economic Sciences, Athens University of Economics and Business, Greece

    (2) Department of Economics, University of Pireaus, Greece

    (3) Department of Economics, University of Sheffield

    (4) Business School, Aston University

    (5) Business School, University of Essex

2011-2012:

(1) School of Business and Management, Queen Mary University of London
(2) Department of Economics, University of Marburg, Germany
(3) Department of Economics, Bielefeld University, Germany
(4) School of Economics, University of Kent
(5) School of Economics, Kingston University

2006-2011:
2010: (1) School of Business and Economics, Humboldt University Berlin
(2) Department of Economics, University of Athens
2009: Department of Economics, University of Mannheim, Germany
2008: School of Economics, University of Reading
2007: (1) Department of Economics, University of Exeter
(2) Management School, University of Southampton
(3) Department of Finance and Financial Services, London Metropolitan University
(4) Department of Management, Technology and Economics, ETH Zurich
(5) Department of Economics, University of Macedonia
2006: CCFEA Centre, University of Essex


 

Conference Presentations:

 (Details are available upon request)

 

2017:

25th Annual Symposium of the SNDE, Paris, March

4th SEM, Boston, USA, July

16th CRETE Conference, Milos, Greece, July

11th CFE, Senate House, University of London, December

 

2016:

 

Final RASTANEWS  Workshop, University Cattolica Milan, Milan, January

24th Annual Symposium of the SNDE, University of Alabama, Alabama, March

3rd IAAE Conference, University of Milano Bicocca, Milan, Italy, June

15th C.R.E.T.E Conference Tinos, Greece, July

69th ESEM Conference, University of Geneva, Geneva, Switzerland, August

10th CFE, University of Seville, Seville, Spain, December

 

2015:

 

I organised a session in the 9th CFE, Senate House, University of London, December 2015:

VOLATILITY MODELLING IN FINANCIAL MARKETS, CO432

 

2nd RASTANEWS Conference, University of Milano Bicocca, March

23rd SNDE Annual Symposium, Oslo, Norway, March

11th BMRC-QASS Conference, Brunel University, May

2nd IAAE Conference, University of Macedonia, Thessalonika, Greece, June

14th  C.R.E.T.E Conference (on Research  on Econometric Theory and Econometrics), Chania, Crete, Greece, July

9th CFE Conference, Senate House, University of London, December

World Finance and Banking Symposium, Hanoi, Vietnam, December

 

    2014:

   

1st RASTANEWS Conference, University of Milano Bicocca, January

    22nd SNDE Annual Symposium, The City University of New York, April 

    10th BMRC-QASS Conference, Brunel University, May

    2nd ISNPS Conference, Cadiz, Spain, June (INVITED SESSION)

    1st IAAE Conference, Queen Mary, University of London, June

34th ISF Conference, Rotterdam, Netherlands, June

World Finance Conference, Venice, July

13th CRETE Conference, Athens University of Economics and Business, Greece, July

    NSVCM Conference, Paderborn, Germany, July (INVITED SESSION)

68th ESEM Conference, Toulouse, France, August

 

    2013:

   

    3rd Humboldt–Copenhagen Conference, Humboldt University, Berlin, March (poster session)

    21st SNDE Annual Symposium, University of Milan-Bicocca, Italy, March 

    9th BMRC-QASS Conference, Brunel University, May 30th 

    8th BMRC-QASS Conference, Brunel University, May 24th 

    12th CRETE Conference, Athens University of Economics and Business, Greece, July 

    Surrey-Fordham Conference, University of Surrey, November

    7th CFE Conference, Senate House, University of London, December

2011: 10th EEFS Conference, Queen Mary University of London, June (2 papers)
(Organised a session on Finance, Growth and Volatility)

2010: 18th SNDE Annual Symposium, University of Piemonte, Novara, Italy, April (2 papers)

2009:

(1) 4th BMRC-QASS Conference, Brunel University, London, July
(2) QASS Conference, Queen Mary University, London, June
(3) 17th SNDE Annual Symposium, Federal Reserve Bank, Atlanta, April (2 papers)

2008:

(1) 7th Oxmetrics User Conference, CASS Business School, London, September
(2) Financial Econometrics and Vast Data Conference, Oxford-Man Institute,
Oxford, September (poster session)
(3) 40th MMF Conference, Birkbeck College, London, September
(4) ESRC Econometric Study Group Conference, University of Bristol, July
(5) 1st SoFie Conference, Stern Business School, New York University, June (poster session)
(6) 2nd EMG Conference, CASS Business School, London, May
(7) 16th SNDE Annual Symposium, Federal Reserve Bank, San Francisco, April

2007:

(1) ESEM Conference, Budapest, Hungary, August
(2) 27th ISF Conference, New York, USA, June

2006:

(1) 4th Oxmetrics User Conference, CASS Business School, London, UK, September
(2) ESEM Conference, Vienna, Austria, August
(3) 26th ISF Conference, Santander, Spain, June
(4) 3rd AFE Conference, Samos, Greece, July
(5) 12th CEF Conference, Limmasol, Cyprus, June