※ [本文转录自 NTUfinGrad99 看板 #1CquWvY3 ] 作者: cretantu (计量理论与应用研究中心) 看板: NTUfinGrad99 标题: [情报] CRETA 十一月份 WETA 研讨会讯息 时间: Fri Nov 5 12:29:43 2010 台大计量理论与应用研究中心 (CRETA) 将於十一月份举办两场 WETA，分别於11月19日邀请到 University of Essex Prof. Professor Giorgio Valente 及 11 月 26 日中研院经济研究所陈宜廷博士至WETA进行演讲。 不同以往，11月份WETA特别邀请到国外学者 Professor Giorgio Valente 进行一场关於Liquidity and Financial Markets。 欢迎大家踊跃参加！WETA 免费自由参加的活动，无须事先报名。也欢迎大家介绍非会员朋友加入台湾经济计量学会与 WETA。 如有问题，欢迎来信或来电: ( E-mail: <[email protected] >; Tel: 02-3366-1072) 也可以多多前往CRETA网站，得知最新的活动消息！<www.creta.org.tw> 2010年十一月份 WETA 讲题：Liquidity and Financial Markets: Key Issues and Recent Developments 讲者：Professor Giorgio Valente (University of Essex) 时间：11月19日(五)，14:00-17:00 地点：台大管理学院一号馆冠德讲堂 讲题介绍: 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). 讲题大纲： 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 讲者介绍： 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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