Friday 28 June, 13:45 – 15:15
Banking Risks and Regulation – 5
| Chair : Sophie BRANA (Université Montesquieu Bordeaux IV, LAREFI) |
|Factors of Contagion for the G7 Countries during the Global Financial Crises and the European Sovereign Debt Crisis : a Time-Varying VAR Analysis
-Suzanne SALLOY (University Paris Est Créteil, Erudite) and Irfan KASI (University Paris Ouest Nanterre la Défense, EconomiX)
–Discussant : Cécile CASTEUBLE (University of Limoges, LAPE)|
|Macroeconomic Effects of Bank Recapitalizations
-Markus HAAVIO (Bank of Finland), Antti RIPATTI (University of Helsinki, HECER) and Tuomas TAKALO (Bank of Finland)
–Discussant : Suzanne SALLOY (University Est Créteil, Erudite)|
|Bank Risk-Return Efficiency and Bond Spread : Evidence of Market Discipline for Listed European Banks
-Cécile CASTEUBLE (University of Limoges, LAPE), Emmanuelle NYS (University of Limoges, LAPE) and Philippe ROUS (University of Limoges, LAPE)
–Discussant : Markus HAAVIO (Bank of Finland)|
Monetary Policy – 3
| Chair : Patrick ARTUS (NATIXIS) |
|Macroeconomics at Risk
-Christophe BOUCHER (ABN-AMRO and University of Lorraine, CEREIGE) and Bertrand MAILLET (ABN-AMRO and University of Orléans, LEO)
–Discussant : Michele PIFFER (London School of Economics)|
|Monetary Policy, Leverage Premium, and Loan Default Profitability
-Michele PIFFER (London School of Economics)
–Discussant : Ekaterina PIROZHKOVA (Birkbeck College, University of London) |
|Financial Frictions and Robust Monetary Policy in the Models of the New Keynesian Framework
-Ekaterina PIROZHKOVA (Birkbeck College, University of London)
–Discussant : Christophe BOUCHER (ABN-AMRO and University of Lorraine, CEREIGE)|
Market Finance – 3
| Chair : Hélène RAYMOND (Université Paris Ouest, Economix) |
|Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle
-Phillip MATROS (Unversity Regensburg) and Johannes VILSMEIER (University Regensburg)
–Discussant : Franck NICOLAS (Natixis Asset Management)|
|Construction de portefeuille : recherche d’une cohérence entre le risque stratégique et le risque actif
-Alexis FLAGEOLLET (Natixis Asset Management) and Franck NICOLAS (Natixis Asset Management)
–Discussant : Claudiu ALBULESCU (‘Politehnica’ University of Timisoara)|
|Revisiting the Financial Volatility- Derivatives Products Relationship on Euronext.liffe, using a Frequency Domain Analysis
-Claudiu ALBULESCU (‘Politehnica’ University of Timisoara), Daniel GOYEAU (University of Poitiers, CRIEF) and Aviral K. TIWARI (ICFAI University Tripura)
–Discussant : Phillip MATROS (University Regensburg) |
Credit, Asset Price and Business Cycle – 2
| Chair : Dominique LACOUE-LABARTHE (Université Montesquieu Bordeaux IV, LAREFI) |
|Incomplétude et intermédiation en macroéconomie financière avec risque collectif et actifs réels
-Pierre Marie LARNAC (University of Paris Dauphine, LEDa)
–Discussant : Julien LECUMBERRY (University of Rennes 1, CREM) |
|PIB et prix des actions : impact macroéconomique de la composante non fondamentale
-Julien LECUMBERRY (University of Rennes 1, CREM)
–Discussant : Bénédicte SERBINI (University of Savoie, IREGE) |
|Fiscal Effort, Banking Intermediation and Sovereign Bond Risk Premiums in the Euro Area
-Nicolas HUCHET (University du Sud Toulon-Var) and Bénédicte SERBINI (University of Savoie, IREGE)
–Discussant : Pierre Marie LARNAC (University of Paris Dauphine, LEDa)|
Monetary Theory
| Chair : Jean-François JACQUES (Université de Poitiers, CRIEF) |
|A Model of Viability for a Monetary Economy
-Jean CARTELIER (Université de Paris-Ouest, EconomiX), Patrick SAINT-PIERRE (Université Paris-Dauphine, LEDA-SDF)
–Discussant : Françoise VASSELIN (Université Paris 2 Panthéon-Assas, LEMMA) |
|Electronic Purse versus Fiat Money: A Harsh Competition
-Sébastien LOTZ (Université Paris 2 Panthéon-Assas, LEMMA) and Françoise VASSELIN (Université Paris 2 Panthéon-Assas, LEMMA)
–Discussant : Jean CARTELIER (Université de Paris-Ouest, EconomiX)|
Exchange Rates and International Finance
| Chair : Eric GIRARDIN (Université d’Aix-Marseille) |
|Chocs extérieurs et régimes monétaires en Asie du Sud-Est : une analyse DSGE
-Ibrahima SANGARE (University Montesquieu Bordeaux 4, LAREFI)
–Discussant : Jiri SCHWARZ (Czech National Bank)|
|Purchasing Power Parity as a Long-Term Memory Process
-Mohamed Bilel TRIKI (University of Tunis El Manar) and Samir MAKTOUF (University of Tunis El Manar)
–Discussant : Ibrahima SANGARE (University Montesquieu Bordeaux 4, LAREFi) |
|Foreign Exchange Interventions as an (Un)conventionel Monetary Policy Tool
-Lubomir LIZAL (Czech National Bank) et Jiri SCHWARZ (Czech National Bank)
–Discussant : Mohamed Bilel TRIKI (University of Tunis El Manar)|
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