首页

当前位置是: 首页 -> 最新通知 -> 正文

WISE Workshop in Term Structure of Interest Rates and Volatility【2012年5...

作者:系统管理员 发布时间:2012-04-25
WISE Workshop in Term Structure of Interest Rates and Volatility
 
Organizers: The Wang Yanan Institute for Studies in Economics, Xiamen University
Ministry of Education Key Laboratory in Econometrics, Xiamen University
 
 
May 3, 2012, Xiamen, China
 
Venue:  Economics Building D110, Xiamen University
 
Workshop Program
 
14:00 – 14:10   Opening Remarks
Guojin Chen, Professor of Finance, Vice Director of Wang Yanan Institute for Studies in Economics, Xiamen University
 
14:10 – 15:30   Session I
 
Chair: Qian Han, WISE, Xiamen University
 
[1] “Preferred-habitat and demand factors in the term structure: Evidence from the Chinese bond market”
Longzhen Fan, Fudan University and Guofu Zhou, Washington University in St Louis
 
[2] “A Generalized Arbitrage-Free Nelson-Siegel Term Structure Model with Macroeconomic Fundamentals”
Canlin Li, Federal Reserve Board, Linlin Niu and Gengming Zeng, Xiamen University
 
15:30 – 16:00   Workshop photo and coffee break
 
16:00 – 17:45   Session II
 
Chair: Haiqiang Chen, WISE, Xiamen University
 
[3] “The Price of Regime Shifts and the Expectations Hypothesis of very Short-Term Rates”
Xiaoneng Zhu, Central University of Finance and Economics
 
[4] “Macroeconomic Conditions, Volatility Components, and Term Structure of Implied Volatility: An Empirical Investigation”
Qian Han, Xiamen University
 
[5] “Sovereign credit risk and the term structure of interest rates in the Euro Area”
Shicheng Huang and Linlin Niu, Xiamen University
 
 
18:00    Dinner
 
 (Note: The name of the presenter for each paper is denoted with bold letters.)
Contacts & Inquiry
Linlin Niu, Tel.: 0592-2182839; Email: linlin.niu@gmail.com
 
TOP