The Centre for Financial Econometrics (Deakin University) and the Asia-Pacific Applied Economics Association is jointly organizing the 7th Applied Financial Modelling 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.
SUBMISSIONS AND IMPORTANT DATES:
October 31, 2018: Due date for paper submission.
November 9, 2018: Final decision on submissions.
December 21, 2018: Registration deadline.
Authors are invited to submit their research papers (in English) in word version to the following address: http://www.a-paea.org/conference-paper/add-conference-paper/9. At this site you will need to register by creating an account.
Westerlund, Joakim (Lund University, Sweden & Deakin University, Australia)
Conference registration fee is US$650. Hotel and related travel costs are not included in registration fees. Full registration fees include registration materials, coffee breaks, and lunch. Methods of payment will be provided later.
All participants are expected to make their own travel and accommodation arrangements in Melbourne. There are recommended options for accommodation as below:
On-campus accommodation: http://www.deakin.edu.au/students/your-campus/accommodation/burwood/contact-us
Boxhill motel: http://www.boxhillmotel.com.au/
STRUCTURE OF PRESENTATION:
All papers presented at the conference will have a discussant assigned. Each presenter will have 17 minutes to present his/her paper; a discussant will discuss your paper for 7 minutes; and 6 minutes will be allocated for additional question & answers.
The conference committee welcomes proposals from academics and policy-makers for special sessions, roundtables and panels. Please email to firstname.lastname@example.org by October 31, 2018
Publication opportunities: Economic Modelling, Journal of International Financial Markets Institutions & Money, Emerging Markets Review, and Studies in Economics and Finance.
LOCAL ORGANIZING COMMITTEE:
Dinh Phan (Taylor’s University, Malaysia) — Co-Chair
Bernard Iyke (Deakin University, Australia) — Co-Chair
Susan Sharma (Deakin University, Australia)
Neluka Devpura (Deakin University, Australia)
Kannan Thuraisamy (Deakin University, Australia)
Batten, Jonathan (University Utara, Malaysia)
Narayan, Paresh (Deakin University, Australia)
Ibrahim, Mansor (INCEIF, Malaysia)
Choong, Chee Keong (UTAR, Malaysia)
Au Yong, Hui Nee (UTAR, Malaysia)
Tran, Vuong Thao (Monash University, Malaysia)
Narayan, Seema (RMIT University, Australia)
Rizvi, Syed Aun R. (LUMS, Lahore, Pakistan)
Rath, Badri (IIT, Hyderabad, India)
Phan, Dinh (Taylor’s University, Malaysia)
Sharma, Susan (Deakin University, Australia)
Rasid, Mohamed Eskandar Shah Mohd (INCEIF, Malaysia)
Hamid, Baharom Abdul (INCEIF, Malaysia)
Thuraisamy, Kannan (Deakin University, Australia)
Reddy, Krishna (Australian Institute of Business, Australia)
Singh, Baljeet (University of the South Pacific, Fiji)
Ahmed, Huson (Deakin University, Australia)
Bannigidadmath, Deepa (Edith Cowan University, Australia)
Hayat, Aziz (Deakin University, Australia)
Liu, Ruipeng (Deakin University, Australia)
Saba, Irum (IBA, Pakistan)
Wagner, Niklas (University of Passau, Germany)
K.P, Prabheesh (Indian Institute of Technology, Hyderabad, India)
Sukmana, Raditya (Universitas Airlangga, Indonesia)