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VSFX 2022

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Vienna Symposium on Foreign Exchange Markets

The WU Research Institute for Capital Markets (ISK) has organized the Vienna Symposium on Foreign Exchange Markets which took place at Palais Coburg from August 22-23, 2022.

We currently expect that a residential conference format will be possible in August. To alleviate health concerns and broaden the audience, we will also offer remote-participation alternatives.

Program

Monday, August 22, 2022

13:15-13:30Welcome
Josef Zechner (WU Vienna)
13:30-15:00Session 1: Risk preferences, asset prices, and exchange rates
Chair: Josef Zechner (WU Vienna)
15:30–17:00Session 2: The effect of corporate finance decisions on exchange rates
Chair: Christian Wagner (WU Vienna)
17:30-19:00Session 3: Information processing in FX markets
Chair: Thomas Dangl (TU Vienna)

Tuesday, August 23, 2022

14:30–16:00Session 4: Exchange rate expectations
Chair: Otto Randl (WU Vienna)
16:30–18:00Session 5: Drivers of currency risk premia
Chair: Andreas Neuhierl (Washington University in St. Louis)
  • Expected Currency Returns
    Pasquale Della Corte (Imperial College Business School), Can Gao (Leibniz Institute for Financial
    Research SAFE), Alexandre Jeanneret (HEC Montréal)
    Discussant: Lukas Kremens (University of Washington)
  • Currency Risk Premia Redux
    Federico Nucera (Bank of Italy), Lucio Sarno (University of Cambridge), Gabriele Zinna (Bank of Italy)
    Discussant: Alex Weissensteiner (Free University of Bozen)
Program Committee

Chair of the Program Committee: Josef Zechner.

Further members of the program committee are Georg Cejnek, Magnus Dahlquist, Zhengyang Jiang, Stephan Kranner, Andreas Neuhierl, Otto Randl, Alberto Rossi, Lucio Sarno, Andrea Vedolin, Stefan Voigt, Christian Wagner, and Michael Weber.

Benefits

There is no conference fee; presenters of accepted papers will receive free accommodation at the conference venue, lunches, and conference dinners. In addition, we have a limited number of travel grants available.

WINNER Best Paper Award

By submitting to the conference your paper is also considered for the WINNER Best Paper Award 2021. This award is organized by ZZ Vermögensverwaltung and POK Pühringer Privatstiftung in collaboration with WU Vienna. The paper award committee will select the best paper to receive a EUR 10’000 prize. The award selection will be based on both the quality of the submitted paper and the conference presentation.

Contacts

Karin Distelberger
Claudia Hoffmann

Please contact us at: isk@wu.ac.at

Organization In collaboration with