Program

 

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 – 15:45           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)

Financial support from the Belgian French speaking community ARC project n°15/20-072 is acknowledged.