IF 2018
The Annual Conference in International Finance is designed to bring together leading researchers in a stimulating environment.
- Starts:08:30, 22 June 2018
- Ends:18:00, 22 June 2018
- Location:BI - campus Oslo, Auditorium A2-045
- Contact:Dagfinn Rime (dagfinn.rime@bi.no)
The Annual Conference in International Finance is designed to bring together leading researchers in a stimulating environment. They will present recent studies on international financial markets and provide the basis for a fruitful debate among researchers, policy makers and market participants on all aspects of International Finance.
The 2018 conference will take place on June 22nd, 2018 at BI Norwegian Business School in Oslo, Norway.
We are delighted to have Adrien Verdelhan (MIT) as keynote speaker.
Previous Conferences
- 2014: Imperial College London
- 2015: Copenhagen Business School
- 2016: City University Hong Kong
- 2017: Cass Business School
Recipients of Best Paper Awards
- 2016: Robert Richmond (UCLA)
- 2017: Lukas Kremens and Ian Martin (both LSE)
Organizing Committee
- Pasquale Della Corte (Imperial College Business School)
- Maik Schmeling (Goethe University Frankfurt)
- Christian Wagner (Copenhagen Business School)
- Giorgio Valente (Hong Kong Monetary Authority)
- Dagfinn Rime (BI Norwegian Business School)
Programme
- Time
- Title
- Speakers
-
Registration
-
Welcome
-
Session I (Chair: Farooq Akram, Norges Bank)
-
The Value of Volume in Foreign Exchange
Discussant: Alain Chaboud (Fed, Board of Gov.)
See paper here
Speakers
Antonio Gargano (Melbourne U) / Steven J. Riddiough (MU) / Lucio Sarno (Cass)
-
Forward-Looking Currency Betas
Discussant: Phillippe Mueller (WBS)
See paper here
Speakers
Andreas Bang Nielsen (CBS)
-
Break
-
Session II (Chair: Olav Syrstad, Norge Bank)
-
An Intermediation-Based Model of Exchange Rates
Discussant: Tarek Hassan (Boston U)
See paper here
Speakers
Semyon Malamud (EPF Lausanne) / Andreas Schrimpf (BIS)
-
Discriminatory Pricing of Over-the-Counter Derivatives
Discussant: Roman Kohzhan (WBS)
See paper here
Speakers
Harald Hau (U Geneva) / Peter Hoffmann (ECB) / Sam Langfield (ECB) / Yannick Timmer (Trinity, Dublin)
-
Lunch, BI
-
Session III (Chair: Bruno Gerard, BI)
-
Time-Varying Risk Premia in Large International Equity Markets
Discussant: Paul Schneider (USI Lugano/SFI)
See paper here
Speakers
Ines Chaieb (U Geneva) / Hugues Langlois (HEC) / Olivier Scaillet (U Geneva)
-
Volatility Risk Pass-Through
Discussant: Irina Zviadadze (SSE)
See paper here
Speakers
Riccardo Colacito (UNC Chapel-Hill) / Mariano M. Croce (UNC Chapel-Hill) / Yang Liu (U Penn) / Ivan Shaliastovich (U Wisconsin)
-
Break
-
Keynote
Speakers
Adrien Verdelhan (MIT)
-
Closing remarks / Best paper award
-
Dinner at Ekeberg Restaurant - by invitation only