※ [本文轉錄自 Econ-PHD 看板 #1CqufE8E ]
作者: janechen (CCC) 看板: Econ-PHD
標題: [轉錄][情報] CRETA 十一月份 WETA 研討會訊息
時間: Fri Nov 5 12:38:37 2010
※ [本文轉錄自 NTUfinGrad99 看板 #1CquWvY3 ]
作者: cretantu (計量理論與應用研究中心) 看板: NTUfinGrad99
標題: [情報] CRETA 十一月份 WETA 研討會訊息
時間: Fri Nov 5 12:29:43 2010
台大計量理論與應用研究中心 (CRETA) 將於十一月份舉辦兩場 WETA，分別於11月19日邀請到 University of Essex Prof. Professor Giorgio Valente
及 11 月 26 日中研院經濟研究所陳宜廷博士至WETA進行演講。
不同以往，11月份WETA特別邀請到國外學者 Professor Giorgio Valente 進行一場關於Liquidity and Financial Markets。
歡迎大家踴躍參加！WETA 免費自由參加的活動，無須事先報名。也歡迎大家介紹非會員朋友加入台灣經濟計量學會與 WETA。
如有問題，歡迎來信或來電: ( E-mail: <[email protected] >; Tel: 02-3366-1072)
也可以多多前往CRETA網站，得知最新的活動消息！<www.creta.org.tw>
2010年十一月份 WETA
講題：Liquidity and Financial Markets: Key Issues and Recent Developments
講者：Professor Giorgio Valente (University of Essex)
時間：11月19日(五)，14:00-17:00
地點：台大管理學院一號館冠德講堂
講題介紹:
Market microstructure is the study of the processes and outcomes of exchanging
assets under explicit trading rules. Several studies in this area have proposed
and investigated various important concepts from theoretical and empirical
perspectives. Among those concepts, liquidity has been under the scrutiny of
the academic community during the past 20 years.
However, only after the recent 2007-2009 financial crisis, financial economists
and policy makers have recognized the importance of liquidity for the correct
functioning of financial markets.
This lecture provides with an overview of the recent studies on financial markets’
liquidity and the major implications for asset prices, market efficiency and
the macroeconomy (business cycle and monetary policy).
講題大綱：
Concepts and definitions
Market liquidity
Funding liquidity
Liquidity and asset prices
Liquidity and market efficiency
Liquidity and the macroeconomy
Liquidity and monetary policy
International liquidity and foreign exchange rates
講者介紹：
Giorgio Valente is Professor of Finance at Essex Business School,
University of Essex, UK. Giorgio Valente has published, among others,
in the Journal of Business, the Journal of Financial and Quantitative Analysis,
the Review of Finance, the Journal of the European Economic Association,
the Journal of International Economics.
His research focuses on international finance and global investments, empirical
issues in asset pricing and fixed income and FX markets microstructure
with a particular interest in FX determination and forecasting and the behavior
of international interest rates.
Giorgio is a regular visitor of several institutions including
the US Federal Reserve, the Hong Kong Monetary Authority and
the Bank for International Settlements.
For more information about Professor Valente, please go to his website:
<http://www.essex.ac.uk/ebs/staff/profile.aspx?ID=1863>
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