The Methods in International Finance Network (MIFN) held its second annual workshop on June 16-17 in Barcelona. The objective of these work sessions is to promote the exchange of new ideas in the field of international finance, particularly with regard to methods and applications.
The meeting was moderated by the current MIFN chairman of the board, Prof. Javier Gómez Biscarri of IESE, and brought together a variety of specialists who presented their selected works, which were later offered for open discussion.
Highlights from the papers presented by the Ph.D. candidates included: “Co-movements of different asset classes during market stress” by Jan Piplack (University of Maastricht), "Modelling Exchange Rate Tensions: A Dynamic Duration Approach" by Jeroen van den Berg (University of Maastricht), “Returns to Momentum Strategies in the Futures Markets” by Vadim Sidorov (IESE Business School), and “The Dark Side of Global Integration: Increasing Tail Dependence” by Robert Vermeulen (University of Maastricht and University of Luxembourg). In addition, a number of econometrics papers were also presented from the Universities of Bonn, Alicante, UC Santa Cruz and the University of Piraeus.
The event also included a keynote lecture on the paper “Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation” by Enrique Sentana (CEMFI), and a session on macroeconomics by Luis A. Gil-Alana of the University of Navarra.
The studies presented in these workshops have been consistently published in the leading international finance magazines, in line with the main objective of the MIFN: to promote and share, on an international level, the latest advancements in finance-related research.
