1st International Workshop on “New Frontiers in Financial Markets”

CUNEF, 16 - 17 March, 2018

Deadline to register: March 6, 2018


Program

 > pdf program
Friday, March 16, 2018
 11:30 - 12:00  Register
 12:00 – 13:00  Session 1: The relative contribution of jumps to volatility
  Paper 1: Viktor Todorov, Kellogg School of Management, Northwestern University, IL, USA
  Discussant: Enrique Sentana, CEMFI, Madrid, Spain
13:00 – 14:30  Lunch at CUNEF
14:30 – 16:30 Panel discussion: New challenges in finance. A peer review by the academia and the industry. Speaker: Prof. Andrei Kirilenko, Imperial College London, UK. “Crypto Assets”
16:30 - 17:00 Coffee Break
17:00 – 19:00  Session 2: Volatility and risk spillovers across markets
  Paper 2: Maria T Gonzalez Perez, CUNEF, Madrid, Spain
  Discussant: Andrei Kirilenko, Imperial College London, UK
  Paper 3: Nikolaus Hautsch, University of Vienna, Austria
  Discussant: Viktor Torodov, Kellogg School of Management, Northwestern University, IL, USA
21:00 Visit and Welcoming reception in Madrid Stock Exchange Palace (by invitation)
  BME Presentation: Volatility and strategy indexes in Spain
   
Saturday, March 17, 2018
10:00 – 12:00 Session 3: Measuring market risk and volatility. New findings
  Paper 4: Torben G. Andersen, Kellogg School of Management, Northwestern University, IL, USA
  Discussant: Nikolaus Hautsch, University of Vienna, Austria
  Paper 5: Oleg Bondarenko, Univesity of Illinois at Chicago (UIC), IL, USA
  Discussant: Ivan Blanco, CUNEF, Madrid, Spain
12:00 – 12:30 Coffee Break
12:30 – 13:30 Session 4: The Econometrics of Volatility
  Paper 6: Enrique Sentana, CEMFI, Madrid, Spain
  Discussant: Torben G. Andersen, Kellogg School of Management, Northwestern University, IL, USA
14:00 Workshop Lunch – closing

with the collaboration of