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FiXS seminars and reading groups

02/03/2015, The Effective Combination of Risk-Based Strategies with Momentum and Trend- Following, Grégory Guilmin, FiXS Seminar

10/12/2014, FloGARCH: Realizing Long Memory and Asymmetries in Returns Volatility,  Harry Vander Elst (ECARES, ULB), FiXS Seminar

01-05/12/2014, FiXS Winter School and Workshop: Networks in Economics and Finance

26/11/2014, Unraveling the role of networks in the emergence of systemic risk, Tarik Roukny (IRIDIA, ULB), FiXS Seminar

29/10/2014, Time-Varying Granger Causality Networks, Marco Valerio Geraci, FiXS Seminar

15/10/2014, Eff ective network inference through multivariate information transfer estimation, Carl-Henrik Dahlqvist, FiXS Seminar

01/10/2014, Trust and credit freezes in an agent-based bilayer network model of the interbank market, Nicolas K. Scholtes, FiXS Seminar

10/06/2014, A network analysis of firms' credit markets, Mikel  Bedayo (CORE-NBB), FiXS seminar

26/05/2014, Power laws and trust in a dynamic model of the interbank market, Nicolas K. Scholtes, FiXS seminar

23/05/2014Bayesian networks, min-relations and mutual information, Patrick Meyer (Université de Liège), FiXS seminar

31/04/2014, Risk sharing vs. risk spreading in financial networks: An empirical investigation, Donald Zountcheme, FiXS seminar

05/04/2014The impact of short-selling regulation on financial stability:  an HAM-based empirical assessment, Annelies Casteleyn, FiXS seminar

17/03/2014Economic policy uncertainty and risk spillovers in the Eurozone, Grégory Guilmin, FiXS seminar, Slides

18/12/2013Modeling different kinds of spatial dependence in stock returns, Cyrille Dossougoin, FiXS reading group

04/12/2013,  Testing causal relationships in financial time series; A comparison between Granger and information theoretic based approaches, Carl-Henrik Dahlqvist, FiXS seminar

04/12/2013,  Tail-dependence in short-selling and stock returns, Marco Valerio Geraci, FiXS seminar

14/11/2013Heterogeneous Agent Models and short-selling constraints, Annelies Casteleyn, FiXS reading group, Slides

06/11/2013, Risk management, nonlinearity and aggressiveness in monetary policy: the case of the US Fed, Jean-Yves Gnabo, FiXS seminar

30/10/2013, Assessing the contributions of banks, insurance and other financial services to systemic risk, Grégory Guilmin, FiXS seminar, Slides

16/10/2013The Smets-Wouters Dynamic Stochastic General Equilibrium (DSGE) Model, Nicolas K. Scholtes, FiXS reading group, Slides

20/06/2013, An agent-based modelling of the exchange rate disconnect puzzle, Sophie Béreau, FiXS Econometrics workshop


Conferences

21-23/05/2015, Trust and credit freezes in an agent-based bilayer network model of the interbank market, Nicolas K. Scholtes, Spring Meeting of Young Economists,  Ghent University, Belgium - Upcoming

10-11/09/2014, Trust and credit freezes in an agent-based bilayer network model of the interbank market, Nicolas K. Scholtes, INET YSI Conference, De Nederlandsche Bank, Amsterdam, The Netherlands

22-26/09/2014, Testing causal relationships in financial time series; A comparison between Granger and information theoretic based approaches, Sophie Béreau, European Conference on Complex Systems, Lucca, Italy

23-24/06/2014, Economic policy uncertainty and risk spillovers in the Eurozone, Oscar Bernal, 7th International Risk Management Conference, Warsaw School of Economics, Warsaw, Poland

21/06/2014, Testing causal relationships in financial time series; A comparison between Granger and information theoretic based approaches, Carl-Henrik Dahlqvist, Conference of the Financial, Engineering and Banking Society,University of Surrey, Guildford, United Kingdom

18-20/06/2014, The impact of global banks on macroeconomic conditions, Jean-Yves Gnabo,  6th IFABS Conference on Alternatives Futures for Global Banking : Competition, Regulation and Reform, Lisbon, Portugal

18-20/06/2014, Economic policy uncertainty and risk spillovers in the Eurozone, Grégory Guilmin,  6th IFABS Conference on Alternatives Futures for Global Banking : Competition, Regulation and Reform, Lisbon, Portugal

09-10/06/2014, Economic policy uncertainty and risk spillovers in the Eurozone, Grégory Guilmin,  12th Infiniti Conference on International Finance, Prato, Italy

11/12/2013, Tail-dependence in short-selling and stock returns, Marco Valerio Geraci, 12ème Journée d'économétrie, Université de Paris Ouest Nanterre La Defense, Nanterre, France

11/12/2013Assessing the contributions of banks, insurance and other financial services to systemic risk , Grégory Guilmin,  12ème Journée d'économétrie, Université de Paris Ouest Nanterre La Défense, Nanterre, France

11/12/2013, A Value-at-Risk approach to evaluating financial returns distributions, Nicolas K. Scholtes, 12ème Journée d'économétrie, Université de Paris Ouest Nanterre La Defense, Nanterre, France Slides

24/09/2013, Panic, contagion and crisis: complexity of finance, Oscar Bernal, Collège Belgique, Namur, Belgique

26-30/08/2013, Assessing the contributions of banks, insurance and other financial services to systemic risk , Grégory Guilmin, 28th Annual congress of the European Economic Association, Gotherburg, Sweden

10-11/06/2013, Assessing the contributions of banks, insurance and other financial services to systemic risk , Grégory Guilmin, 11th Infiniti Conference on International Finance, Aix-en-Provence, France

30/05/2013-01/06/2013, Assessing the contributions of banks, insurance and other financial services to systemic risk , Grégory Guilmin, 17th Annual Conference on Macroeconomic analysis and International Finance, Rethymnon, Greece


Seminars

29/01/2015, Revisiting the black box: An interbank network view of monetary policy transmission, Nicolas K. Scholtes, CeReFiM internal seminar, CeReFiM (Université de Namur)

03/10/2014, Trust and credit freezes in an agent-based bilayer network model of the interbank market, Nicolas K. Scholtes, 4th Belgian Network Research (BeNet) meeting, (Université Libre de Bruxelles)

08/05/2014, Risk sharing vs. risk spreading in financial networks: An empirical investigation, Donald Zountcheme, CeSAM seminar (LSM, Université catholique de Louvain)

31/04/2014, Risk sharing vs. risk spreading in financial networks: An empirical investigation, Sophie Béreau, Skema seminar series (Université de Lille 2 and Skema Business school, France)

25/04/2014, Measuring systemic risk: A statistical perspective, Sophie Béreau, Applied Statistics workshop (ISBA, Université catholique de Louvain)

17/04/2014, Risk-sharing vs. risk spreading in financial networks: An empirical investigation, Jean-Yves Gnabo, CERGAM seminar (Université d'Aix-Marseille, France)

11/04/2014, Testing causal relationships in financial time series; A comparison between Granger and information theoretic based approaches, Carl-Henrik Dahlqvist, SynthSys seminar (University of Edinburgh, Scotland)

25/03/2014, Economic policy uncertainty and risk spillovers in the Eurozone, Grégory Guilmin, CESAM Seminar (LSM, Université catholique de Louvain)

04/03/2014, Testing causal relationships in financial time series; A comparison between Granger and information theoretic based approaches, Carl-Henrik Dahlqvist, CeSAM seminar (LSM, Université catholique de Louvain)

04/03/2014, Economic policy uncertainty and risk spillovers in the Eurozone, Grégory Guilmin, Séminaire du Laboratoire d’Economie d’Orléans (Université d'Orléans, France)

24/10/2013, An agent-based modelling of the exchange rate disconnect puzzle, Sophie Béreau, IRES Research seminar (IRES, Université catholique de Louvain)

21/03/2013, Assessing the contributions of banks, insurance and other financial services to systemic risk, Grégory Guilmin,  CESAM Seminar (LSM, Université catholique)

11/06/2013, An agent-based modelling of the exchange rate disconnect puzzle, Sophie Béreau, naXys seminar series (Université de Namur)


Other activities

01-05/08/2014 - Participation to the LEMF Summer School on Central Banking in the 21st century, Nicolas K. Scholtes (Goethe University, Frankfurt, Germany)

08/06/2014 - 04/07/2014 - Participation to the Complex Systems Summer School, Nicolas K. Scholtes (Santa Fe Institute, USA)

01-11/04/2014, Lecture series on Systemic Risk: Measures, Methods and Recent developments, Jean-Yves Gnabo (Université d'Orléans, France)