The Second WISE-SKKU-BOK WORKSHOP
--- Financial Markets
Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
BK21 Program at Economics, Sungkyunkwan University (SKKU)
Institute for Monetary and Economic Research, Bank of Korea (BOK)
Venue: Room 220 of Jiageng Building 3
Date: December 15, 2009
6:00pm-8:30pm: Bank of Korea Dinner, December 12 (invitation only)
Workshop Schedule
9:00am-9:10am: Welcome and Opening Remarks
Session Chair: Professor Yongmiao Hong, Cornell University
Welcome Addresses: Yongmiao Hong (Cornell ) and Kwangsuk Lee (SKKU)
9:10am-10:20am: Morning Session I
Speaker 1: Hong Bum Jang (BOK) “East Asian Financial Cooperation: Recent Progress and a Way Forward”
Speaker 2: Soosung Hwang (SKKU) “Is Value Really Riskier than Growth”
10:20am-10:50am: Coffee Break
10:50am-12:00am: Morning Session II
Session Chair: Kwangsuk Lee, SKKU
Speaker 3: Changjiang Liu (WISE) “Estimation of Multivariate Stochastic Volatility Model with Wishart Autoregressive Process”
Speaker 4: Yongmiao Hong (Cornell) “Econometrics of Interval-valued Data”
Noon – 2:00pm: Lunch
2:00pm-3:10pm: Afternoon Session I
Session Chair: Soosung Hwang, SKKU
Speaker 5: Linlin Niu (WISE) “Term Structure Forecasting: No-arbitrage Restrictions Versus Large Information Set”
Speaker 6: Yongil Jeon (SKKU) “Forecasting Output and Prices, the Benefits of Using International Linkages”
3:10pm-3:40pm: Coffee Break
3:40pm-5:55Pm: Afternoon Session II
Session Chair: Hong Bum Jang, BOK
Speaker 7: Hai Lin (XMU) “Liquidity and Expected Corporate Bond Returns”
6:00pm-8:30pm: Dinner
