Past conferences

8:45 – 9:10
9:10 – 9:15
Registration and welcome coffee
Welcome speech
9:15 – 10:45 Session chair: Lieven Baele, Tilburg University
9:15 – 9:55



“Capital flow deflection under the magnifying glass”.
Filippo Gori (OECD), Etienne Lepers (City University of London and OECD), Caroline Mehigan (Central Bank of Ireland).
Discussant: Tristan Jourde (Paris-Dauphine University)
10:00 – 10:40



“Monitoring the development and integration of EU capital markets”.
Gianluca Gucciardi (European Commission).
Etienne Lepers (City University of London and OECD).
10:45 – 11:15 Coffee Break
11:15 – 12:45


Session chair: Deniz Erdemlioglu, IESEG School of Management, LEM-CNRS
11:15 – 11:55 “The fundamental and Behavioral determinants of stock market integration”.
Tristan Jourde (Paris-Dauphine University).
Discussant: Anouk Claes (UCLouvain Saint-Louis – Bruxelles).
12:00 – 12:40




“Firms and Country Determinants of Firm Betas and Contagion”.
Lieven Baele (Tilburg University), Geert Bekaert (Columbia Business School), Frank de Jong (Tilburg University) and Zilong Niu (Southwestern University of Finance).
Discussant: Alexandre Girard (UCLouvain – Saint-Louis – Bruxelles).
12:45 – 14:00 Lunch Break
14:00 – 15:30 Session chair: Jean-Yves Gnabo, University of Namur
14:00 – 14:40



“Monetary policy response or globalization: what drives monetary policy rates spillovers”.
Alexandre Girard (UCLouvain – Brussels), Jean-Yves Gnabo (University of Namur) and Benjamin Peeters (UCLouvain-Brussels).
Discussant: Maela Giofre (University of Turin).
14:45 – 15:25 “The shrinkage after the enlargement: the effects of crises and new members’ inclusion on financial integration in the Euro Area”.
Maela Giofre (University of Turin) and Oleksandra Sokolenko (University of Turin).
Discussant: Youssef Ghallada (UCLouvain Saint-Louis – Bruxelles).
15:30 – 16:00 Coffee Break
16:00 – 17:30 Session chair: Alexandre Girard, UCLouvain – Saint-Louis Brussels
16h00 – 16:40 “News Arrival, Stochastic Jump Dynamics, and Realized Volatility”.
Deniz Erdemlioglu (IESEG – LEM-CNRS), Xiye Yang (Rutgers University).
Discussant: Jean-Yves Gnabo (UNamur).
16:45 – 17:25 “ECB Monetary Policy and Cross-Market Financial spillovers: evidence from large TVP-VAR”.
Sophie Béreau (UCLouvain, UNamur), Jean-Yves Gnabo (UNamur) and Joey Soudant (UNamur).
Discussant: O.Hubert (Banque de France).
17h30 – 19h00 Social Event


Hosted by the Université Saint-Louis Bruxelles in Brussels, Belgium
December 17th, 2018

8:30 – 8:55
8:55 – 9:00
Registration and welcome coffee
Welcome speech
9:00 – 10:45


Communication of Monetary Policy in Unconventional Times
Session chair: Stefano Nardelli, ECB
“The Value of Central Bank Communication”
Renaud Beaupain, Alexandre Girard.
Discussant: Matthieu Picault (University of Orléans).
“Central bank’s sentiment and media sentiment”
Matthieu Picault, Julien Pinter, Thomas Renaud.
Discussant: Elisa Darriet (LEMMA, Université Paris 2).
“Anchoring inflation expectations: French students’ perception in a post economic crisis context”
Elisa Darriet.
Discussant: Anouk Claes (Université Saint-Louis Bruxelles).
10:45 – 11:15 Coffee Break
11:15 – 12:15


Keynote Lecture : Pierre Siklos, Professor of Economics at Wilfrid Laurier University’s School of Business and Economics
12:15 – 13:45 Lunch Break
13:45 – 16:00


Effectiveness of Central Bank Communication
Session chair: Matthias Neuenkirch, Trier University
“ECB vs. Bundesbank: Diverging Tones and Policy Effectiveness” Peter Tillmann, Andreas Walter.
Discussant: Michael Lamla (University of Essex).
“Does People Bank of China’s Communication Matter? Evidence from Financial Markets’ Reaction”.
Hamza Bennani.
Discussant: Matthias Neuenkirch (Universität Trier).
“Central Bank Announcements: Big News for Little People?”
Michael J. Lamla, Dmitir V. Vinogradov.
Discussant: Peter Tillman (Justus Liebig University Giessen).
“Financial Stability and the Fed: Evidence from Congressional Hearings”.
Arina Wischnewsky, David-Jan Jansen, Matthias Neuenkirch.
Discussant: Hamza Bennani (Université Paris Nanterre).
16:00 – 16:30 Coffee Break
16:30 – 18:15


Evaluating Central Bank Communication
Session chair: Kris Boudt, Vrije Universiteit Brussel
“Measuring ECB’s Communication: a “Media-Based. Automated Approach”.
Francesco Pesci.
Discussant: Sylverie Herbert (Cornell University).
“Strategic Communication with Heterogenous beliefs”.
Sylverie Herbert.
Discussant: Alexandre Girard (University Saint-Louis Bruxelles).
“The Sentometrics Approach for Textual Sentiment based Predictions”.
David Ardia, Kevin Bluteau, Samuel Borms, Kris Boudt.
19h30 Social Diner at « La Rose Blanche », Grand-Place, Brussels.




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