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例行學術演講
  • 標題:2010 年 11 月 WETA
  • 公告日期:2010-11-04

<2010年11月份 WETA>

時間:2010年11月19日(五) 14:00-16:45
地點:臺灣大學管理學院一號館 2F 冠德講堂
講題:Liquidity and Financial Markets: Key Issues and Recent Developments
講者:Professor Giorgio Valente (University of Essex)

講題介紹:
Market microstructure is the study of the processes and outcomes of exchanging assets under explicit trading rules. Several studies in this area have proposed and investigated various important concepts from theoretical and empirical perspectives. Among those concepts, liquidity has been under the scrutiny of the academic community during the past 20 years. However, only after the recent 2007-2009 financial crisis, financial economists and policy makers have recognized the importance of liquidity for the correct functioning of financial markets. This lecture provides with an overview of the recent studies on financial markets’ liquidity and the major implications for asset prices, market efficiency and the macroeconomy (business cycle and monetary policy).

講題大綱:
Concepts and definitions
Market liquidity
Funding liquidity
Liquidity and asset prices
Liquidity and market efficiency
Liquidity and the macroeconomy
Liquidity and monetary policy
International liquidity and foreign exchange rates

講者介紹
Giorgio Valente is Professor of Finance at Essex Business School, University of Essex, UK. Giorgio Valente has published, among others, in the Journal of Business, the Journal of Financial and Quantitative Analysis, the Review of Finance, the Journal of the European Economic Association, the Journal of International Economics. His research focuses on international finance and global investments, empirical issues in asset pricing and fixed income and FX markets microstructure with a particular interest in FX determination and forecasting and the behavior of international interest rates. Giorgio is a regular visitor of several institutions including the US Federal Reserve, the Hong Kong Monetary Authority and the Bank for International Settlements.
For more information about Professor Valente, please go to his website :
http://www.essex.ac.uk/ebs/staff/profile.aspx?ID=1863

 

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  • 最後修改時間:2010-11-04 PM 5:21

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