SoFiE Conferences


Upcoming Conferences

"2nd International Conference on Sovereign Bond Markets: Determinants of Sovereign Bonds Yields and the Effectiveness of Central Bank Intervention"
Sponsored by: Center on Sustainable Architecture for Finance in Europe (SAFE) at Goethe University Frankfurt, Center for Financial Research at Waseda University, NYU Stern Salomon Center for the Study of Financial Institutions, and the European Central Bank
Date: March 10-11, 2015
Conference Location: Frankfurt, Germany
Call for Papers: Click here

Eighth Annual SoFiE Conference
Sponsored by: CREATES, Aarhus University and The Society for Financial Econometrics (SoFiE)
Date: June 23-26, 2015
Conference Location: Aarhus, Denmark
Call for Papers: Click here


Past Conferences

ANNUAL SoFiE CONFERENCES:

Seventh Annual SoFiE Conference (North America)
June 11-13, 2014: Rotman School of Management and the Global Risk Institute in Financial Services (Canada)

Sixth Annual SoFiE Conference (Asia)
June 12-14, 2013: Sim Kee Boon Institute for Financial Econometrics, Singapore Management University & the Risk Management Institute, National University of Singapore (Singapore)

Fifth Annual SoFiE Conference (Europe)
June 20-22, 2012: Oxford-Man Institute at the University of Oxford (England)

Fourth Annual SoFiE Conference (North America)
June 15-17, 2011: University of Chicago (USA)

Third Annual SoFiE Conference (Asia)
June 16-18, 2010: University of Melbourne (Australia)

Second Annual SoFiE Conference (Europe)
June 10-12, 2009: Swiss Finance Institute at the University of Geneva (Switzerland)

Inaugural SoFiE Conference (North America)
June 4-6, 2008: NYU Stern School of Business (USA)

SoFiE-SPONSORED JOINT CONFERENCES:

With Banque de France and Régulation et Risques Systémiques
July 3-4, 2014: "Systemic Risk and Financial Regulation"
Hosted by: Banque de France and Régulation et Risques Systémiques
Conference Website: Click here
Conference Program:
Click here

With the Faculty of Economics of Cambridge University and the Institute for New Economic Thinking(INET)
April 28-29, 2014: "Skewness, Heavy Tails, Market Crashes, and Dynamics"
Hosted by: The Faculty of Economics of Cambridge University and the Institute for New Economic Thinking (INET)
Conference Website: Click here
INET Master Class with Prof. Eric Ghysels:
Click here
INET Master Class with Prof. Paul Embrechts:
Click here

With the Swiss Finance Institute (SFI), and Labex Louis Bachelier
October 11-12, 2013: "Large-Scale Factor Models in Finance Conference"
Hosted by: The Faculty of Economics of the Università della Svizzera Italiana in Lugano, Switzerland
Conference Website: Click here

With the NYU Volatility Institute(New York, Fifth Annual Conference)
April 26, 2013: "Volatility of Credit Risk"
Hosted by: NYU Stern School of Business
Conference Website: Click here
Conference Program: Click here

With the Getulio Vargas Foundation (Rio de Janeiro)
December 13-14, 2012: "Asset Pricing and Portfolio Allocation in the Long Run"
Conference Website: Click here
Conference Program: Click here

With the National Centre for Economic Research (Brisbane)
July 9, 2012: "Volatility Modelling and Financial Decision Making"
Hosted by: Queensland University of Technology, Brisbane
Conference Website: Click here

With the NYU Volatility Institute (New York, Fourth Annual Conference)
April 27,2012: "Comovement of Volatilities, Returns and Tails."
Hosted by: NYU Stern School of Business
Conference Website: Click here
Conference Program: Click here

With Tinbergen Institute (Amsterdam)
March 27, 2012: "Measuring and Understanding Asset Price Changes: The Price of Liquidity, and the Liquidity of Price"
Tinbergen Institute, Amsterdam
Conference Website: Click here

With the Federal Reserve Bank of New York and the NYU Volatility Institute (New York)
November 17, 2011: Global Systemic Risk

With the NYU Volatility Institute (New York, Third Annual Conference)
April 8, 2011: Long-Term Volatility and Economic Fundamentals

With Depository Trust & Clearing Corporation and the NYU Volatility Institute (New York)
November 17, 2010: "Managing Counterparty and Systemic Risk Under Dodd-Frank"

With NYU's Volatility Institute and the Nasdaq OMX Derivatives Research Project (New York)
October 15, 2010

With CREATES, Aarhus University (Denmark)
October 15-16, 2010: Measuring and Predicting Risk from Financial High-Frequency Data

With the NYU Volatility Institute (New York, Second Annual Conference)
April 16, 2010: Volatility and Systemic Risk

With the The Stevanovich Center at the University of Chicago (Chicago)
October 30, 2009: Liquidity, Credit Risk, and Extreme Events

With the NYU Volatility Institute (New York, Inagural Conference)
April 3rd, 2009: Volatilities and Correlations in Stressed Markets