E X C H A N G E  R A T E S
Call for papers
Marseilles
March 2003, 6 & 7

Documents
(restricted area)
 

 

Scientific Committee
Sandrine LARDIC
MODEM, U. Paris X
Valérie MIGNON        
CV
THEMA, U. Paris X
Enrique A L B E R O L A       
CV
Bank of Spain
Sanvi  A V O U Y I - D O V I
Banque de France
Oscar B A J O - R U B I O
U.Castilla-La Mancha
Michel  B E I N E
DULBEA, ULB
Catherine  B R U N E A U     
CV
THEMA, U. Paris X
Zsolt  D A R V A S                     
CV
National Bank of Hungary
Rebecca  D R I V E R
Bank of England
Gilles  D U F R E N O T
GREQAM & U. Paris XII
Christoph  F I S C H E R
Bundesbank
Eric  G I R A R D I N
GREQAM U. Méditerranée
Pavlos K A R A D E L O G L OU
European Central Bank
Iikka  K O R H O N E N           
CV
Bank of Finland
Victor  K O T L A N
Czech National Bank
Vêl  M A R I M O U T O U
GREQAM U. Méditerranée
Lionel M A R T E L L I N I
Marshall Sch. of Business, California
Nikolaos PANIGIRTZOGLOU
CV
Bank of England
Anne PEGUIN-FEISSOLLE
GREQAM-CNRS
Georges P R A T               
CV
MODEM, Univ. Paris X
Philippe  P R I A U L E T
HK Shangaï Bank, HSBC, Londres
Stéphane P R I A U L ET
AXA Investment
Henri  S E R B A T
CV
AEA, Paris
Simon SOSVILLA-RIVERO
FEDEA, Madrid
 

The aim of this AEA conference is to present recent developments in exchange rates analysis.

 

 

Marseille. Square de la Bourse

 

 

Local organisation commitee (Greqam)

Gilles  D U F R E N O T
Eric  G I R A R D I N
Vêlayoudom  M A R I M O U T O U
Corinne M I C H A U D
Anne PEGUIN-FEISSOLLE
From left to right : Vêlayoudom Marimotou, Sandrine Lardic and Anne Peguin Feissolle.
 

Recent developments on international stock markets, together with the uncertain
economic environment have led to new approaches in the study of financial markets and,in particular, foreign exchange markets.
It is intended to reconsider certain approaches that have already been largely discussed and analyzed in the past or to reveal exchange rate analysis approaches that have not been thoroughly analyzed with traditional and/or recent econometric tools as well as with the help of alternative financial market analysis methods.

 

 

TOPICS ( proposals BEFORE december 2002, 7th)
 
The conference topics include:

 

Models for market structure
Modeling exchange rate dynamics
Expectations: tests and modeling
Exchange rate forecasts and weak form of the efficient market hypothesis
Event studies and semi-strong form of the efficient market hypothesis
Exchange rates and high frequency data
Exchange rates and nonlinear dynamics
Study of the exchange rate volatility
Alternatives approaches for the equilibrium exchange rate
Exchange rate dynamics in emerging market countries
Lessons from recent crises in emerging market countries
Exchange rate dynamics and monetary policy

 

Vision panoramique du quartier du Pharo à Marseille

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