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Presentations, Lectures, etc.
May 2010
Erasmus University Rotterdam
The Econometric Institute Lectures
January 2010
Humboldt University Berlin
CASE Distinguished Lecture Series Symposium
December 18-19, 2009
Denmark
EC2
November 2-6, 2009
Geneva, Switzerland
Swiss Finance Institute
October 1, 2009
HEC Paris
September 14, 2009
Helsinki, Finland
Helsinki School of Economics and Swedish School of Economics and Business Administration
July 4-6, 2009
Xiamen, China
International Symposium on Risk Management and Derivatives
June 29-July 3, 2009
Hong Kong Monetary Authority
June 10-12, 2009
Geneva, Switzerland
SoFiE Annual Meeting
June 8-12, 2009
Amsterdam
Duisenberg School of Finance
May 26, 2009
Oxford University, England
Oxford-Man Institute for Quantitative Finance
May 11-15, 2009
Washington, DC
International MonetaryFund
March 23-24, 2009
Berlin, Germany
Deutsche Bundesbank and Free University of Berlin
Conference on Macroeconomic and Financial Forecasting
January 16-17, 2009
Lisbon, Portugal
Conference on Predictability in Financial Markets
January 3-5, 2009
San Francisco, CA
ASSA Meetings
November 13, 2008
University of Chicago
Graduate School of Business
November 6-7, 2008
Santiago, Chile
12th Annual Conference of the Central Bank of Chile
October 17-18, 2008
Stockholm, Sweden
Central Bank of Sweden (Sveriges Riksbank)
Conference on Modeling and Forecasting Economic and Financial Time Series with State Space Models
October 5-7, 2008
Bordeaux, France
Inquire Europe Seminar on Liquidity, Credit and Risk
September 15-16, 2008
Oxford University, England
Conference on Financial Econometrics and Vast Data
September 5, 2008
SUNY Albany
Forecasting Symposium, Department of Economics
July 28 - August 1, 2008
Rio de Janeiro, Brazil
Forecasting in Rio
July 14-18, 2008
Singapore
Conference in Honor of Peter Phillips
Far Eastern Econometric Society Meeting
July 7-11, 2008
Cambridge, Mass.
NBER Summer Institute
June 23-27, 2008
Kona, Hawaii
Western Finance Association Meeting
June 20-22, 2008
San Diego, California
Conference in Honor of Rob Engle
June 11-14, 2008
Coimbra, Portugal
Workshop on Financial Time Series
June 5-6, 2008
New York, NY
Society for FInancial Econometrics (SoFiE) meeting
June 3-4, 2008
London, England
Oliver Wyman Institute
May 12-14, 2008
Sea Island, Georgia
Federal Reserve Bank of Atlanta Financial Market Meeting
May 5-6, 2008
Milan, Italy
Concentric
April 28 - May 2, 2008
Geneva, Switzerland
Swiss Finance Institute
April 14-18, 2008
Washington, DC
International Monetary Fund
March 17-20, 2008
Warwick, England
Royal Economic Society Meetings
March 13-16, 2008
Mt. Tremblant, Canada
McGill University / IFM^2 Risk Management Conference
January 2008
New Orleans, LA
Econometric Society meetings
November 30 - December 1, 2007
Frankfurt, Germany
European Central Bank Conference on Economic Forecasting
July 4-12, 2007
Singapore
First Annual Conference of the Risk Management Institute (Invited lecture)
Singapore Econometric Study Group (SESG)
Singapore Monetary Authority
Singapore Management University
June 18-21, 2007
London
, England
Wharton/MOWI Financial Risk Roundtable
May 24, 2007
Los Angeles, CA
UCLA Department of Economics
May 15, 2007
New York, NY
NBER conference on Financial Risk Management
April 30 - May 4, 2007
Washington, DC
International Monetary Fund
April 23-28, 2007
Geneva, Switzerland
Swiss Finance Institute
April 19-22, 2007
Cambridge, England
Cambridge University, Conference on High-Frequency Bond Market Analysis
April 12-13
Philadelphia
Wharton 125th Anniversary Economic Summit
"The Known, the Unknown and the Unknowable in Financial Risk Management"
March 23, 2007
Cambridge, Mass.
NBER International Finance and Macro Meeting
February 21-24, 2007
London, England
Tanaka Business School, Imperial College, Workshop on High-Frequency Data in Finance
February 16, 2007
Philadelphia
RMA/Wharton Advanced RIsk Management Program
January 5-7, 2007
Chicago, IL
ASSA Annual Meeting
December 7, 2006
New York
The New York City Junto
November 14, 2006
Princeton, NJ
Princeton University
November 3, 2006
New York
Goldman Sachs & Co.
October 27, 2006
Federal Reserve Bank of Cleveland
Workshop on Methods and Applications for Dynamic Stochastic General Equilibrium Models
October 24, 2006
University Park, PA
Penn State University
October 12-13, 2006
San Diego, Ca.
University of California, San Diego
September 29-20, 2006
Montreal, Canada
NBER-NSF Time Series Meeting
September 22, 2006
New York, NY
New York University
September 15, 2006
Providence, RI
Brown University
August 28 - September 1, 2006
Geneva, Switzerland
Institute FAME
August 9-11, 2006
Washington, DC
Federal Reserve Board
July 22 - August 5, 2006
San Francisco
Federal Reserve Bank of San Francisco
July 10-14, 2006
Cambridge, Mass.
NBER Summer Institute
June 13-17, 2006
Rotterdam, The Netherlands
Econometric Institute 50th Anniversary Celebration
May 22-26, 2006
Washington, DC
International Monetary Fund
May 4-6, 2006
Eltville, Germany
Deutsche Bundesbank Conference on Forecasting
April 20-21, 2006
Nashville, Tennessee
Vanderbildt University
April 11, 2006
Baltimore, Maryland
Johns Hopkins University
April 2-4, 2006
Palm Beach, Florida
Institute for Quantitative Research in Finance
("Q Group")
March 30 - April 1, 2006
Atlanta, Georgia
Conference in Honor of Charles Nelson, Federal Reserve Bank of Atlanta
March 24-26, 2006
Mont Tremblant, Quebec
McGill Finance Research Centre / Institut de Finance Mathématique
de Montréal
Conference on Financial Risk Management
March 9-10, 2006
New York, NY
Columbia University
January 6-8, 2006
Boston, Mass.
ASSA Meetings
December 16-17, 2005
Istanbul, Turkey
EC2 Conference on The Econometrics of Financial and Insurance Risks
November 10, 2005
Cambridge, Mass.
NBER Conference on Risks of Financial Institutions
October 26-30, 2005
Berlin, Germany
Hermann Otto Hirschfeld Lectures, Humboldt University
"Financial Econometrics: Asset Returns and Underlying Fundamentals"
September 29-30, 2005
New York, New York
New York University
Conference on Financial Market Risk
August 29-September 2, 2005
Geneva, Switzerland
Institute FAME
August 17-21, 2005
London, England
World Congress of the Econometric Society
August 1-5, 2005
Gerzensee, Switzerland
Swiss National Bank, Study Center Gerzensee
"Financial Markets and the Macroeconomy: The Econometrics of the Interface"
July 21-22, 205
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Financial Market Risk Premiums: Time Variation
and Macroeconomic Links
July 11-16, 2005
Cambridge, Mass.
National Bureau of Economic Research
July 6-9, 2005
Humboldt University, Berlin
June 18-21, 2005
Portland, Oregon
Western Finance Association Annual Meeting
May 18-20, 2005
Mexico City
Project Link Annual Meeting
May 11-13, 2005
Miami
Morgan Stanley Equity Market Research Conference
May 2-6, 2005
International Monetary Fund, Washington, DC
International Monetary Fund
April 8-9, 2005
Montreal, Canada
CIRANO-CIREQ Conference on Forecasting in Macroeconomics and Finance
March 16-17, 2005
Latrobe, Pennslyvania
St. Vincent’s University
March 10, 2005
Oxford Economics USA World Outlook Conference, Washington DC
Keynote Address, "Interest Rates and the Business Cycle"
February 2, 2005
Federal Reserve Bank of Philadelphia
Philadelphia Council of Business Economists
January 7-9, 2005
Philadelphia
American Economic Association Annual Meeting
Nobel Prize Luncheon in Honor of Robert F. Engle and Clive W.J. Granger
January 6-7, 2005
Philadelphia
Wharton Financial Institutions Center
Conference on "Risk Management in Financial Institutions: The
Known, the Unknown, and the Unknowable"
November 5, 2004
Cambridge, Mass.
NBER Conference on "Monetary Economics"
October 22, 2004
Cambridge, Mass.
NBER Conference on "International Finance and Macroeconomics"
October 21-24, 2004
Woodstock, Vermont
NBER Conference on "Risks of Financial Institutions"
Sept. 30 - Oct. 1, 2004
Stern School of Business, New York University
Conference on “Innovations in Financial Econometricsin Honor of
the 2003 Nobel Prize"
August 30 - Sept 3, 2004
International Center FAME, Geneva
July 10-18, 2004
Singapore
Singapore Management University
July 6-11, 2004
Melbourne, Australia
Marshak Lecture, Econometric Society
June 3-4, 2004
Philadelphia
Wharton Financial Risk Roundtable
May 10-11, 2004
European Central Bank / Center for Financial Studies, Frankfurt
Conference on "Capital Markets and Financial Integration in Europe"
May 3-7, 2004
Washington, DC
International Monetary Fund
April 15-18, 2004
La Jolla, California
Handbook of Economic Forecasting Conference
First Annual UCSD/Rady Economic Forecasting Symposium
March 26, 2004
Board of Governors of the Federal Reserve System, Washington, DC
Conference on Models and Monetary Policy
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