PhD course in Macro Finance by Cynthia Wu and Drew Creal (both Chicago Booth)
Abstract and outline
This short-course (12h) covers relevant topics in Macro Finance related to term structure modelling, zero lower bound and stochastic volatility. This two days course will theoretical parts (morning) and practical sessions (afternoon). The topics covered are:
· Affine term structure models
· Zero lower bound and monetary policy
· Stochastic volatility
· Bayesian econometrics
Location and date
The course will take place at the National Bank of Belgium, Rue Montagne aux Herbes Potagères 61, 1000 Brussels. Belgium.
The course will take place on the 7th and 8th of May 2018. The lectures will start at 9AM and will finish at 17h of every day.
NBB, and UCL. We are grateful to the financial support of Candriam, Foundation Louvain and Tree Top AM
- Members of the organizing institutions (UCL and NBB): free
- Academics & PhD students: 300 Euro
- Other: 1000 Euro
Please send your CV to firstname.lastname@example.org by the 19th of April or earlier. Proof of payment need to be sent by April the 25th 2018. Only 30 seats are available.
NBB, and UCL. We are grateful to the financial support of Candriam, foundation Louvain and Tree Top AM
Brussels , Belgium