10th Applied Financial Modelling Conference October 30, 2020
Call for Papers
The Centre for Financial Econometrics (Deakin University) and the Asia-Pacific Applied Economics Association is jointly organizing the 10th Applied Financial Modelling Conference. The conference will be held in Melbourne city (Deakin Downtown – Level 12 Tower 2 - 727 Collins Street Melbourne). Applied financial modelling has been aided by developments in applied econometrics. The proposed conference aims to bring together cutting-edge research on applied financial modelling that makes use of econometric techniques and/or that draws implications for investors and policymakers. Papers on all financial economics topics, such as derivatives, risk management, commodity markets, energy finance, new financial instruments, hedging strategies and portfolio maximisation, forecasting asset returns, forecasting volatility and risk premia, credit risk modelling, exchange rate modelling, and modelling of high frequency data, among others, are welcome.
LOCAL ORGANIZING COMMITTEE:
Badri Narayan Rath (Indian Institute of Technology, India) — Co-Chair
Dinh Phan (La Trobe University, Australia) — Co-Chair
Susan Sharma (Deakin University, Australia) — Co-Chair
Bernard Iyke (Deakin University, Australia)
Neluka Devpura (University of Sri Jayewardenepura, Sri Lanka)
Kannan Thuraisamy (Deakin University, Australia)
SUBMISSIONS AND IMPORTANT DATES:
June 30, 2020: Due date for paper submission.
July 15, 2020: Final decision on submissions.
September 15, 2020: Registration deadline.
Authors are invited to submit their research papers (in English) in word version to the following address: http://www.a-paea.org/conference-paper/add-conference-paper/15. At this site, you will need to register by creating an account.
KEYNOTE SPEAKER:
Westerlund, Joakim (Lund University, Sweden & Deakin University, Australia)
REGISTRATION FEES
Conference registration fee is US$650
Hotel and related travel costs are not included in registration fees. Full registration fees include registration materials, coffee breaks, and lunch. Methods of payment will be provided later.
TRANSPORTATION/ACCOMMODATION:
All participants are expected to make their own travel and accommodation arrangements in Melbourne.
STRUCTURE OF PRESENTATION:
All papers presented at the conference will have a discussant assigned. Each presenter will have 17 minutes to present his/her paper; a discussant will discuss your paper for 7 minutes; and 6 minutes will be allocated for additional question & answers.
PUBLICATION OPPORTUNITIES:
Papers that meet expected standards will be selected for formal (expedited) reviews for publication in the following journals: Economic Modelling, Journal of International Financial Markets Institutions & Money, and Studies in Economics & Finance.
SPECIAL SESSIONS:
The conference committee welcomes proposals from academics and policy-makers for special sessions, round-tables and panels. Please email to narayan@deakin.edu.au by June 30, 2020.
SCIENTIFIC COMMITTEE:
Batten, Jonathan (University Utara, Malaysia)
Narayan, Paresh (Deakin University, Australia)
Ibrahim, Mansor (INCEIF, Malaysia)
Choong, Chee Keong (UTAR, Malaysia)
Au Yong, Hui Nee (UTAR, Malaysia)
Tran, Vuong Thao (Deakin University, Australia)
Narayan, Seema (RMIT University, Australia)
Rizvi, Syed Aun R. (LUMS, Lahore, Pakistan)
Rath, Badri (IIT, Hyderabad, India)
Phan, Dinh (La Trobe University, Australia)
Sharma, Susan (Deakin University, Australia)
Rasid, Mohamed Eskandar Shah Mohd (INCEIF, Malaysia)
Hamid, Baharom Abdul (INCEIF, Malaysia)
Thuraisamy, Kannan (Deakin University, Australia)
Reddy, Krishna (Australian Institute of Business, Australia)
Singh, Baljeet (University of the South Pacific, Fiji)
Ahmed, Huson (Deakin University, Australia)
Bannigidadmath, Deepa (Edith Cowan University, Australia)
Hayat, Aziz (Deakin University, Australia)
Liu, Ruipeng (Deakin University, Australia)
Saba, Irum (IBA, Pakistan)
Wagner, Niklas (University of Passau, Germany)
K.P, Prabheesh (Indian Institute of Technology, Hyderabad, India)
Sukmana, Raditya (Universitas Airlangga, Indonesia)
