8th Annual MMF PhD Conference

6 & 7 May 2021
Durham University Business School

Sponsored by the Money, Macro and Finance Society, the Bank of England, and the Centre for Macroeconomic Policy at Durham University Business School.

Virtual conference, hosted by the Centre for Macroeconomic Policy (CEMAP) at Durham University Business School.

DurhamUBS

Conference Description

The main objective of the workshop is to provide advanced PhD economists, about to go on the job market, with an opportunity to present their research to their peers and leading researchers in the field in order to obtain feedback and practice the presentation of their key research ideas. An added bonus is that it allows for some early dissemination of these ideas across the research and policy-making community. As well as senior academics, the conference will be attended by economists from the Bank of England and HM Treasury.

This year's conference will be delivered online on the Zoom platform. Each presenter will have a 60-minute session, consisting of 40 minutes of presentation time, followed by 10 minutes for the discussant and 10 minutes of Q&A.

Programme Committee

Tatiana Damjanovic (Durham University Business School)
Stephen Millard (Bank of England)
Gulcin Ozkan (King's College London)
Paul Mizen (University of Nottingham)

Conference Programme

Day 1: 6 May 2021

9.00 -10.00 Yoocheol Noh, Nottingham, “Global bank branches and Financial stability: How can global bank branches amplify financial shocks?”
Discussant: TBC

10.00-11.00 Eun Kyung Lee, Manchester, “ Monetary Policy Transmission through the Refinancing of Firms Bank Debt”
Discussant: Donghyun Park, Surrey

11:00-11:15 - Break

11:15-12:15 Michele Andreolli, London Business School, “The Maturity Structure of Public Debt and Monetary policy”
Discussant: Philip Schnattinger, Oxford

12:15-13:15 Lavinia Franco, Cass, “Post-crisis banking regulation and credit rating adjustments. How did the bail-in affect Eurozone banks’ credit rating?”
Discussant: Park, Junghum, Essex

13:15-14:00 – Break

14:00-15:00 Gabriele Iannotta, Università Cattolica del Sacro Cuore, “Credit cycles and heterogeneous expectations”
Discussant: Xiangguo Zhang, Birmingham

15:00-16:00 Yiliang Li, Oxford, “The Macroeconomics of Oil Transportation”
Discussant: Miruna-Daniela Ivan, Essex

16:00-16:15 - Break

16:15-17.15 Eghbal Rahimikia, Manchester, ”Machine learning for realised volatility forecasting”
Discussant: David J. Woroniuk, Durham

Day 2: 7 May 2021

9.00-10.00 Alex Skouralis, Lancaster, “Systemic Risk Spillovers across the Euro Area”
Discussant: Wenjiao Hu, Nottingham

10.00-11.00 Ivy Sabuga, City, “Dynamics of the Output Floor: A Model-Based Assessment”.
Discussant: Leonardo Nogueira Ferreira, Queen Mary University of London

11:00-11:15 - Break

11:15-12:15 Issam Samiri, Birkbeck, “Macroeconomic Effects of Firms’ Underspending in Times of Abundant Credit”
Discussant: Xiaohan Xue, Reading

12:15-13:15 Linda Shuku, Kings College London, “Does Central Bank Talk Matter for Forecasting? Evidence from Untargeted Speeches of the BoE, FED, and ECB”
Discussant: Mario Lupoli, St Andrews

13:15-14:00 – Break

14:00-15:00 Arisyi Raz, Birmingham, “The Dark Side of Liquidity Regulation: Bank Opacity and Liquidity Risk”
Discussant: Nicolo' Bandera, St Andrews

15:00-16:00 Lijie Yu, Manchster, “Born after the Volcker Rule: regulatory change, managerial remuneration and hedge fund performance”
Discussant: TBC

16:00-16:15 - Break

16:15-17:00 Closing remarks and award of the Peter Sinclair Prizes