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Centre for Central Banking Studies, Bank of England

Dates:
April 13-17, 2015
Description:
Empirical finance for monetary policy - Centre for Central Banking Studies
Location:
London, United Kingdom
Subject:
Central banks rely increasingly on the empirical analysis of financial markets to analyse the state of the economy and the impact of policy actions. This one-week event will provide a rigorous overview of the foundations of empirical finance and an exposition of selected topics vital to central bank analysis for monetary policy. The following topics are likely to be covered: - the construction and analysis of yield curves and other term structures; - volatility modelling and forecasting; and - the use of option prices to infer probability density functions of expectations of the underlying asset??s future properties. Lectures will typically be followed by computer-based exercises to illustrate the relevant applied financial econometric and empirical finance techniques. [gem?_?? den Informationen des Anbieters - according to site editor's information]
Notes:
JEL Code:
G
Sponsor:
URL:
http://www.bankofengland.co.uk/education/Pages/ccbs/events/events.aspx

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