International Workshop on Financial econometrics (IWFE)

Topics:

  • Volatility, correlation, extreme events, systemic risk and Value-at-Risk modeling for financial market risk management.
  • Credit risk, stress tests and default probabilities estimations; Sovereign wealth funds, institutional investors; stocks-bonds nexus.
  • Interactions between financial markets and energy markets.
  • The econometrics of digital assets; Big data and Machine Learning