EMG
 

News

We will be bringing you news about EMG Fellows, EMG's latest research, up-coming events, funding opportunities for fellowships and data sources.

EMG Workshop on Global Linkages and Financial Crises
27th April 2012

Guest speaker: Geert Bekaert Leon G Cooperman Professor of Finance, Columbia Business School, New York

5th EMG Workshop on Microstructure of Financial Markets
3-4 May 2012

The workshop is organised jointly with Cass Business School and the ESRC

Guest speaker: Joel Hasbrouck, Kenneth G. Langone Professor of Business Administration and Professor of Finance,Stern School of Business, New York University

 Special Issue of the Journal of International Money and Finance on "Emerging Markets Finance".

The following ten papers presented at the 3rd EMG Conference on "Emerging Markets Finance"in  May 2011 have been selected for the Special Issue of the Journal of International Money and Finance

1. "What Determines Mutual Fund Trading in Foreign Stocks?" Vincentu Covrig (California State University), Kalok Chan (Hong Kong University of Science and Technology)

2.Crisis "Shock Factors" and the Cross-Section of Global Equity Return
Maria Soledad Martinez Peria (World Bank) Charles W. Calomiris (Columbia Business School) and Inessa Love (World Bank)

3."Financial Development, Government Ownership of Banks and Firm Innovation"
Sheng Xiao (University of Minnesota), Shan Zhao (Shanghai University of Finance and Economics

4."Chronicle of Currency Collapses: Re-examining the Effects on Output" Matthieu Bussière (Banque de France), Sweta C. Saxena (IMF), Camilo E. Tovar (BIS)

5."Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets" Sohnke Bartram(Lancaster University and SSGA), Gordon M. Bodnar (Johns Hopkins University)

6."The Effect of IMF Lending on the Probability of Sovereign Debt Crises" Markus Jorra (Justus Liebig University Giessen)

7."How Costly are Debt Crises?"Davide Furceri (IMF), Aleksandra Zdzienicka (CEPII)

8."Country and Time-Variation in Import Exchange Rate Pass-Through: Is it Driven by Macro and Micro Factors?" Raphael Brun-Aguerre (JP Morgan) Ana-Maria Fuertes (Cass Business School), Kate Phylaktis (Cass Business School)

9."Foreign Exchange Market Reactions and Sovereign Credit News" Rasha Alsakka (Bangor Business School), Owain ap Gwilym (Bangor Business School

10 "For Rich or for Poor: When Does Uncovered Interest Parity Hold?" Michael M. Moore (Queen's University, Belfast), Maurice Roche (Ryerson University)

Recent Publications

The EMG Fellows have produced 28 of published papers in 2011 and 7 are forthcoming. The list is available here.