There will be a symposium on November the 24th in KB 1-16 on Frontiers of Empirical Finance and Macroeconomics. The papers presented will form a special issue of Research in International Business and Finance. All are welcome to attend but space is limited, so please email stephen.kinsella@ul.ie if you plan to attend. The draft schedule is below. This symposium is supported by UL's seed funding programme.
Kemmy Business School, Room KB 1-16, Thursday November 24th.
Draft Schedule
0900-0930 Registration, Tea and Coffee
0930-0935 Stephen Kinsella Introduction and Overview
Keynote Address
09.35-10.30 Shu Heng Chen, National Chengchi University, Taiwan, Social Networks, Social Learning and Macroeconomic Dynamics: How Much Could Ernst Ising Help DSGE?
10.30-11.00 Tea and Coffee
11.00- 12.30 Session 1: Theoretical Advances
James Gleeson, UL Models of cascades and contagion on complex networks
Sami Suwailem, Islamic Development Bank, Complexity and Endogenous Instability.
Hector Zenil and Lin Ma, Wolfram Research, Algorithmic Complexity and Financial Markets.
12.30-13.30 Lunch
13.30- 15.00 Session 2: New Directions in Finance Modeling
Vincent O’Sullivan, PriceWaterHouse Coopers Counting the cost of EU bank Recapitalisation: A macroeconomic perspective.
Michelle Carey, UL Frontiers in financial dynamics
Frances Shaw, Finbarr Murphy, Fergal O’Brien, and Mark Cummins,, UL and DCU, The Forecasting Efficacy of the Nelson Siegal Model on European Corporate Credit Default Swaps
15.00-15.30 Tea & Coffee
15.30 – 16.30 Session 3: Macroeconomics and Finance
Claudio Morana and Fabio C. Bagliano, University of Piemonte Orientale, The Great Recession: US dynamics and spillovers to the world economy
Ana Maria Sandica and Alexie Alupoaiei, Bucharest University of Economics Credit risk management and macroeconomic conditions
Stephen Kinsella, UL Instability in financial systems.
16.30 Closing Remarks.
8pm Dinner