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THE FOURTH ANNUAL METHODS IN INTERNATIONAL FINANCE NETWORK WORKSHOP

THE FOURTH ANNUAL METHODS IN INTERNATIONAL FINANCE NETWORK WORKSHOP

www.mifn-sdu2010.com

Saturday, October 16, 2010

8:30-8:50 Welcome Remarks
Liming Fan, Vice President, Shandong University
JinYan Hu, Executive Dean of School of Economics
8:50-9:15 Group Photo and Coffee Break

Session 1
Chair: Yin-Wong Cheung
9:15-10:15 Keynote Lecture
Nonlinear Expectations Theory and Robust Measures of Risk
Shige Peng, Shandong University
10:15-10:30 Coffee Break

Session 2
Chair: Bertrand Candelon
10:30- 11:00 Dollar Illiquidity and Central Bank Facilities During the U.S. Sub-Prime Crisis
Mark Spiegel (Federal Reserve Bank of San Francisco)
Discussant: Elena Dumitrescu (University of Orleans and Maastricht University)
11:00- 11:30  Backtesting Value-at-Risk: A GMM Duration-based Test
Christophe Hurlin (University of Orleans)
Discussant: Sébastien Laurent (Maastricht University)

11:30- 12:00 Currency Crises Early Warning Systems: Why They Should be Dynamic?
Elena Dumitrescu (University of Orleans and Maastricht University)
Discussant: Norbert Metiu (Maastricht University)
12:00 - 13:45 LUNCH

Session 3
Chair: Christelle Lecourt
13:45-14:15 Bank Size, Market Concentration, and US Bank Earnings Volatility in the Wake of the Global Financial Crisis
Jakob de Haan (University of Groningen and De Nederlandsche Bank)
Discussant: Wessel Vermeulen (University of Luxembourg)
14:15-14:45 Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
Bertrand Candelon (Maastricht University)
Discussant: Qiang Chen (Shandong University)
14:45-15:15 Sovereign Credit Risk Contagion in Advanced Economies
Norbert Metiu (Maastricht University)
Discussant: Yanping Zhao (University of Groningen)
15:15-15:30 Coffee Break

Session 4
Chair: Sébastien Laurent
15:30-16:00 The Evolution of RMB Exchange Rate System and Its Policy Implications
Fengming Qin (Shandong University)
Discussant: XingWang Qian (SUNY Buffalo State)
16:00-16:30 Determinants of an International Currency
Xiaoli Chen (Shandong University)
Discussant: Haihong Gao (Chinese Academy of Social Sciences)
16:30-17:00 Fiscal Policies in Stress Periods
Lenard Lieb (Maastricht University)
Discussant: Malik Kerkour (FUNDP Namur and Maastricht University)
MIFN Board Meeting
17:00-17:45 Invited Only
18:30 CONFERENCE DINNER
Sunday, Oct 17, 2010
Session 5
Chair: Donghui Zhang
8:45-9:15 The Australia-Asia Business Cycle Evolution
Jeffrey Sheen (Macquarie University)
Discussant: Lenard Lieb (Maastricht University)
9:15-9:45 Remittances and Financial Openness
Michel Beine (University of Luxembourg)
Discussant: Andrea Bicu (Maastricht University)
9:45-10:15 Dutch Disease and Immigration
Wessel Vermeulen (University of Luxembourg)
Discussant: Yue Qiao (Shandong University)
10:15-10:30 Coffee Break
Session 6
Chair: Christophe Hurlin
10:30- 11:00 Do jumps Mislead the FX Market?
Christelle Lecourt (Facultés Universitaires Notre-Dame de la Paix, Namur)
Discussant: Jean-Francois Carpantier (Universite Catholique de Louvain)
11:00- 11:30 Outlyingness Weighted Covariation
Sébastien Laurent (Maastricht University)
Discussant: Christophe Hurlin (University of Orleans)
11:30- 12:00 Real Exchange Rates of Developing Countries: Are Commodity Prices Determinants?
Jean-Francois Carpantier (Universite Catholique de Louvain)
Discussant: Jie Li (Central University of Finance and Economics)
12:00 - 13:15 LUNCH


Session 7
Chair: Michel Beine
13:15-14:15 Keynote Lecture
Causes and Consequences of the Crisis: An Update
Andrew Rose (University of California, Berkeley)
Session 8
Chair: JinYan Hu
14:15-14:30 Closing Remarks

18:30 DINNER