CfP Deadline Date: February 1, 2019 Conference Event: August 21-24, 2019 Event Location: Nova School of Business & Economics in Carcavelos, Portugal Keynote Speaker(s): Andrei Shleifer (Havard University) Organizer(s): European Finance Association (EFA) The Nova School of Business and Economics is proud to host the 46th Annual Meeting of the European Finance Association. The meeting[…]
Authors: Adrian Alter, Jane Dokko and Dulani Seneviratne Date: November 2018 Abstract: We examine the relationship between house price synchronicity and global financial conditions across 40 countries and about 70 cities over the past three decades. The role played by cross-border banking flows in residential property markets is examined as well. Looser global financial conditions[…]
Daniel Calvo, Juan Carlos Crisanto, Stefan Hohl 23 November 2018. A well designed financial supervisory architecture is essential for the effective functioning of any financial system. Using a survey of 82 jurisdictions, this column describes the state of financial supervisory models around the world and highlights the key institutional changes after the Global Crisis. It[…]
CfP Deadline Date: January 10, 2019 Conference Event: April 5-6, 2019 Event Location: Cohen Quad, Exeter College, University of Oxford Keynote Speaker(s): tba Organizer(s): University of Oxford Topics The Nuffield College Centre for Applied Macro Policy (NuCamp) and Saïd Business School, University of Oxford invite submissions to the Oxford NuCamp-Saïd Macro-finance Conference. We welcome high quality[…]
Deutsche Bundesbank released its Financial Stability Review 2018. Link: https://www.bundesbank.de/resource/blob/766586/f9d675a9f6a50562291589f7f3409f5a/mL/2018-finanzstabilitaetsbericht-data.pdf
Authors: Johannes Breckenfelder, and Bernd Schwaab Date: November 2018 Abstract: We study spillovers from bank to sovereign risk in the euro area using difference specifications around the European Central Bank’s release of stress test results for 130 significant banks on October 26, 2014. We document that following this information release bank equity prices in stressed[…]
Authors: Miguel Ampudia and Skander Van den Heuvel Date: November 2018 Abstract: This paper examines the effects of monetary policy on the equity values of European banks. We identify monetary policy shocks by looking at changes in the EONIA one-month and two-year swap contract rates during narrow windows around the press statements and press conferences[…]
Authors: Pierre-Richard Agénor, Leonardo Gambacorta, Enisse Kharroubi and Luiz Awazu Pereira da Silva Date: October 2018 Abstract: This paper studies the effects of prudential regulation, financial development, and financial openness on economic growth. Using both existing models and a new OLG framework with banking and prudential regulation in the form of capital requirements, the first[…]
Authors: Mathias Hoffmann, Egor Maslov, Bent E Sørensen and Iryna Stewen Date: October 2018 Abstract: The interplay of equity market and banking integration is of first-order importance for risk sharing in the EMU. While EMU created an integrated interbank market, “direct” banking integration (in terms of direct cross-border bank-to-real sector flows or cross-border banking-consolidation) and[…]
CfP Deadline Date: March 15, 2019 Conference Event: June 6-7, 2019 Event Location: London School of Economics, Houghton Street, London WC2A 2AE, UK Keynote Speaker(s): tba Organizer(s): London School of Economics (LSE) and Bank for International Settlements (BIS) The twelfth annual conference of the Paul Woolley Centre for the Study of Capital Market Dysfunctionality in[…]