Econometric Research in Finance Workshop 2018 | Econometric Research in Finance | 14 September 2018 | Warsaw School of Economics, aleja Niepodległości 128, 02-554 Warszawa, Poland

The goal of the ERFIN workshops is to promote modern quantitative methods (especially econometric models) and their applications in the field of finance. The workshops aim to showcase cutting edge research in the areas of financial markets, institutions, and instruments. They also provide an excellent avenue to obtain quality feedback, and it is an opportunity for networking among researchers, academics, and industry executives working in finance and allied areas. We invite high quality, original theoretical/applied empirical papers from faculty members, research scholars, and industry practitioners—both junior and senior researchers are encouraged to present their work. The schedule of this year’s edition of the workshop consists of regular competitive sessions as well as plenary sessions dealing with high-profile issues.

The fields suitable for this workshop may include (but are not limited to) the following:

· Financial econometrics and its applications
· Modeling and forecasting asset prices and returns
· Portfolio management and trading
· Market microstructure
· Behavioral finance
· Financial stability, financial risk, and financial crises
· Empirical studies in corporate finance and banking
· Accounting, financial reporting, and financial regulations
· Links between financial institutions, financial markets, and the real economy