QASS

CALL FOR PAPERS

 

The Alfred-Weber-Institute for Economics at Heidelberg University and QASS

jointly organize a two day conference on

 

Macro and Financial Econometrics

 

September 29 and 30, 2011, Heidelberg, Germany

 

Keynote Speakers

 

Joerg Breitung (University of Bonn)

George Kapetanios (Queen Mary, University of London)

Enno Mammen (University of Mainnheim)

Anders Rahbek (University of Copenhagen)

Kevin Sheppard (Oxford University)

Paolo Zaffaroni (Imperial College, London)

 

 

Submission of Papers

 

We invite submissions in all areas of macro and financial econometrics, including:

 

         The modelling of long term financial volatility

         Dynamic correlations and volatility spillovers in times of financial turmoil

         The risk-return relationship

         Inflation persistence

         Central Bank communication

         Taylor rules

 

 

Please submit the paper as pdf file to

 

econometrics.conference@awi.uni-heidelberg.de

 

The deadline for submission is July 31, 2011. Decisions will be made by August 15, 2011. A conference fee will not be charged.

 

Conference Venue: Heidelberg University, Germany

 

Conference Website: http://www.econometrics-conference.uni-hd.de

 

Conference Chairmen:

 

Christian Conrad (Heidelberg University and QASS journal)

Menelaos Karanasos (Brunel University and QASS journal)

 

 

 

 

 

 

 

 

 

ISSN: 1752-8925 Online Date: Tuesday, October, 24, 2006

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