Event details

1 July 2014
09:00 - 16:00

Date:1 July 2014
Venue:Imperial College London
Organisers: Pasquale Della Corte, Maik Schmeling & Christian Wagner

Imperial College Business School and the RML (Risk Management Laboratory) at Imperial College invite you to the 2014 Annual Conference in International Finance. The Conference is designed to bring together leading researchers in a stimulating environment. They will present recent studies on international asset returns and provide the basis for a fruitful debate among researchers, policy makers and market participants on future and challenging research questions in International Finance.

Programme

2014 Annual Conference in International Finance

Session 1: Forward Premium Puzzle

  • Ian Martin, London School of Economics, The Forward Premium Puzzle in a Two-Country World 
  • Rui C. Mano, University of Chicago,  Forward and Spot Exchange Rates in a Multi-Currency World 

Session 2: Risk Premia and Rare Disasters

  • Alessandro Beber, Cass Business School, Switching Risk Off: FX Correlations and Risk Premia
  • George P. Gao, Samuel Curtis Johnson Graduate School of Management, Cornell University, Rare Disaster Concerns Everywhere

Session 3: Safe-Haven Effects and Foreign Exchange Risk

  • Keynote Lecture 1: Tarun Ramadorai, Said Business School, Oxford-Man Institute of Quantitative Finance and Centre for Economic Policy Research,Preferred Habitats and Safe-Haven Effects: Evidence from the London Housing Market 
  • Stefanos Delikouras, School of Business Administration, University of Miami, Do Dollar-DenominatedEmerging Market Corporate Bonds Insure Foreign Exchange Risk?

Session 4: International Financial Markets

  • Keynote Lecture 2: Michael Melvin, BlackRock, Investing in the Post-QE World
  • Riccardo Colacito, Kenan-Flagler Business School, The University of North Carolina at Chapel Hill, The Term Structures of Co-Entropy in International Financial Markets

Session 5: Funding Liquidity and Home Bias

  • Philippe Mueller, London School of Economics, Funding Liquidity CAPM: International Evidence
  • Keynote Lecture 3: Geert Bekaert, Columbia Business School, Home Bias and International Diversification

We gratefully acknowledge the financial support received for this conference from BLACKROCK and the Royal Economic Society

Event details

1 July 2014
09:00 - 16:00

Event details

Date: 1 July 2014
Time: 09:00 - 16:00