Second Applied Financial Modelling Conference Melbourne, February 2-3, 2017
Conference call for papers from Studies in Economics and Finance
The Conference will be held in Melbourne on February 2-3, 2017.
In Economic Modelling, Journal of International Financial Markets Institutions & Money, Emerging Markets Review, International Review of Financial Analysis and Studies in Economics and Finance.
The Theme of the Conference
Applied financial modelling has been aided by developments in applied econometrics. The proposed conference aims to bring together cutting-edge research on applied financial modelling that makes use of econometric techniques and/or that draws implications for investors and policy makers. Papers on all financial economics topics, such as derivatives, risk management, commodity markets, energy finance, new financial instruments, hedging strategies and portfolio maximisation, forecasting asset returns, forecasting volatility and risk premia, credit risk modelling, exchange rate modelling, and modelling of high frequency data, among others, are welcome.
Papers that meet the standards of publication in any one of the five journals will be selected for possible publication by the panel of editors (Professors Jonathan Batten, Brian Lucey, Paresh Narayan, and Niklas Wagner). A decision on selected papers will be made by 20 February 2017 and authors will be informed of the decision. A 30-minute slot will be allocated to each paper: 18 minutes for presentation, 7 minutes for a discussant to discuss the paper, and 5 minutes for questions and answers.
Schedule and Deadlines
- All papers proposed for conference presentation should be submitted electronically to: [email protected].
- Extended abstracts of a maximum 500 words are due by 30 August 2016
- Draft papers are due by 1 October 2016
- Final decision on paper acceptance will be conveyed to corresponding authors by 1 November 2016
Local Organising Committee
- Jonathan A. Batten
Professor of Finance
Editor, Emerging Markets Review, Journal of International Financial Markets Institutions & Money, Finance Research Letters; and Associate Editor, Journal of Banking & Finance.
- Brian Lucey
Trinity College, Dublin.
Editor, International Review of Financial Analysis and Finance Research Letters.
- Paresh Kumar Narayan
Alfred Deakin Professor of Finance, Deakin University.
Editor, Economic Modelling and Subject Editor, Journal of International Financial Markets Institutions & Money, Finance Research Letters, and Studies in Economics & Finance
- Niklas F. Wagner
Professor of Finance
University of Passau, Germany.
Editor, Studies in Economics & Finance; Subject Editor, Journal of International Financial Markets Institutions & Money, International Review of Financial Analysis, Finance Research Letters; and Associate Editor, Economic Modelling, & Emerging Markets Review.