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POSTPONED: Bubblemania - to burst or not to burst

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

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Session

Talks

Apr 2, 2020, 2:00 PM
Calman Learning Centre

Calman Learning Centre

Durham University

Description

Talk (45') And Discussion (15')

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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)
    4/2/20, 2:00 PM
  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)
    4/2/20, 3:00 PM
  3. 2. Nonparametric sign prediction of high-dimensional correlation matrix coefficients
    Christian Bongiorno (CentraleSupélec Université Paris-Saclay), Damien Challet (CentraleSupélec Université Paris-Saclay)
    4/3/20, 9:00 AM
  4. 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)
    4/3/20, 10:00 AM
  5. 12. Bubbles and long memory in cryptocurrencies: Information Theory approach
    Aurelio Bariviera (Universitat Rovira I Virgili), Osvaldo Rosso (Universidade Federal de Alagoas)
    4/3/20, 11:30 AM
  6. 1. Market Reliability Measures and Liquidity Crashes
    Arze Karam (Durham University)
    4/3/20, 2:00 PM
  7. 6. Panel discussion
    4/3/20, 3:00 PM

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

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  8. 9. Popular Music, Sentiment, and Noise Trading
    Kim Kaivanto (Lancaster University), Peng Zhang (Guizhou Minzu University)
    4/4/20, 9:30 AM
  9. 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)
    4/4/20, 10:30 AM
  10. 8. tba
    Robert Pullen (Optiver Amsterdam)
    4/4/20, 12:00 PM
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