Program: 2nd CIREQ Ph.D. Students’ Conference

09:15 – 09:25

Inscription/Registration

09:25 – 09:30

Emanuela CARDIA (CIREQ, Université de Montréal)
Mot de Bienvenue/Welcoming Address

09:30 – 11:00

Session I

09:30 – 10:00

Amrita RAY-CHAUDHURI (McGill University)
Trade Liberalization and Endogenous Mergers: Results from a Dominant Firm Model

10:00 – 10:30

Vitaly TEREKHOV (Concordia University)
Formation of International Credit Union

10:30 – 11:00

Shengzu WANG (McGill University)
Cross-border Mergers and Entry Modes of FDI Flows

11:00 – 11:20

Pause/Break

11:20 – 12:20

Session II

11:20 – 11:50

Carlene BELFORD (McGill University)
The Economics of Airline Network Configurations

11:50 – 12:20

Albert TOUNA MAMA (Université de Montréal)
Crises des Pays Émergents et Court-Termisme: Une Analyse en Contrats Dynamiques

12:20 – 13:30

Lunch

13:30 – 15:00

Session III

14:00 – 14:30

Prosper DOVONON (Université de Montréal)
Conditionally Heteroskedastic Factor Models with Skewness and Leverage Effects

14:30 – 15:00

Christos NTANTAMIS (McGill University)
Estimation of the Location of a Structural Break Using a Hidden Markov Chain Approach: A Simulation Study

15:00 – 15:20

Pause/Break

15:20 – 16:40

Session IV

15:20 – 15:50

Roméo TÉDONGAP (Université de Montréal)
Consumption Volatility Factors and the Cross-Section of Stock returns

15:50 – 16:10

Chayawat ORNTHANALAI (McGill University)
Estimation of a Nonlinear Parametric Term Structure Model of Interest Rates

16:10 – 16:40

Jean-Sébastien FONTAINE (Université de Montréal)
The Information Content of the Term Structure of Interest Rates: Liquidity Risk