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POSTPONED: Bubblemania - to burst or not to burst

2–4 Apr 2020
Calman Learning Centre
Europe/London timezone

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Contribution List

12 out of 12 displayed
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  1. 4. Central Counterparty Exposure in Stressed Markets
    Albert Menkveld (Vrije Universiteit Amsterdam), Shihao Yu (Vrije Universiteit Amsterdam), Wenqian Huang (Bank for International Settlements)
    02/04/2020, 14:00
  2. 3. Liquidity and tail risk interdependencies in the euro area sovereign bond market
    Daragh Clancy (European Stability Mechanism), Pasquale Filiani (Central Bank of Ireland), Peter Dunne (Central Bank of Ireland)
    02/04/2020, 15:00
  3. 5. A systematic mathematical classification of bubbles: Inefficient bubbles and efficient drawdowns in financial markets
    Didier Sornette (ETH Zurich)
    02/04/2020, 16:30
  4. 2. Nonparametric sign prediction of high-dimensional correlation matrix coefficients
    Christian Bongiorno (CentraleSupélec Université Paris-Saclay), Damien Challet (CentraleSupélec Université Paris-Saclay)
    03/04/2020, 09:00
  5. 11. Implied Hidden Factors Within the Term Structure of Interest Rate
    Handing Sun (Fenics software), Jing Nie (University of International Business and Economics), Julian Williams (Durham University)
    03/04/2020, 10:00
  6. 12. Bubbles and long memory in cryptocurrencies: Information Theory approach
    Aurelio Bariviera (Universitat Rovira I Virgili), Osvaldo Rosso (Universidade Federal de Alagoas)
    03/04/2020, 11:30
  7. 1. Market Reliability Measures and Liquidity Crashes
    Arze Karam (Durham University)
    03/04/2020, 14:00
  8. 6. Panel discussion
    03/04/2020, 15:00

    Panelists:
    Richard Haynes, Commodity futures Trading Commission, and Martin Bellamy, Financial Conduct Authority

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  9. 7. Liquidity transformation in the asset management industry
    Vikas Agarwal (Georgia State University)
    03/04/2020, 16:30
  10. 9. Popular Music, Sentiment, and Noise Trading
    Kim Kaivanto (Lancaster University), Peng Zhang (Guizhou Minzu University)
    04/04/2020, 09:30
  11. 10. Marked point process and intensity ratios for limit order book modelling
    Iaone Muni Toke (CentraleSupélec Université Paris-Saclay), Nakahiro Yoshida (Japan Science and Technology Agency)
    04/04/2020, 10:30
  12. 8. tba
    Robert Pullen (Optiver Amsterdam)
    04/04/2020, 12:00

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