Financial Regulation in a Quantitative Model of the Modern Banking ...
Quantitative Banking And Finance Research 27-29Nov
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Quantitative research on Banking and Finance has expanded exponentially during recent years (especially after the global financial crisis). It is expected that the field will continue to attract further research attention, especially in light of new developments in the sector. A look at the literature reveals that, among various empirical methodologies, panel data modelling seems to be most widely applied. Hence, in deepening the empirical analysis on subjects related to banking and finance, proper understanding of empirical panel data modelling is needed. This 3-day course exposes participants to a vibrant field of banking and finance and focus on addressing endogeneity and interaction in panel modelling. The specific aims of the course are to: 1) 2) 3) 4) 5) INTRODUCTION Update contemporary issues in banking and finance as well as potential research agenda Illustrate the econometrics and implementation of panel data modelling to address endogeneity and interactions. Discuss in details endogeneity and interaction issues related to estimation of dynamic panel-data models. Have a hand-on experience on model estimation using STATA Provide intuitive interpretation of the results, especially the marginal effect related to the interaction term. ® QUANTITATIVE BANKING AND FINANCE RESEARCH (ENDOGENEITY AND INTERACTION IN PANEL MODELING) Date: 27–29 November 2019 Venue: INCEIF Campus, Lorong Universiti A, 59100 Kuala lumpur.
Transcript of Quantitative Banking And Finance Research 27-29Nov
Quantitative research on Banking and Finance has expanded exponentially during recent years (especially after the global financial crisis). It is expected that the field will continue to attract further research attention, especially in light of new developments in the sector. A look at the literature reveals that, among various empirical methodologies, panel data modelling seems to be most widely applied. Hence, in deepening the empirical analysis on subjects related to banking and finance, proper understanding of empirical panel data modelling is needed. This 3-day course exposes participants to a vibrant field of banking and finance and focus on addressing endogeneity and interaction in panel modelling. The specific aims of the course are to:
1)2)
3)
4)5)
INTRODUCTION
Update contemporary issues in banking and finance as well as potential research agendaIllustrate the econometrics and implementation of panel data modelling to address endogeneity and interactions.Discuss in details endogeneity and interaction issues related to estimation of dynamic panel-data models.Have a hand-on experience on model estimation using STATAProvide intuitive interpretation of the results, especially the marginal effect related to the interaction term.
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QUANTITATIVE BANKING AND FINANCE RESEARCH
(ENDOGENEITY AND INTERACTIONIN PANEL MODELING)
Date:27–29 November 2019
Venue:INCEIF Campus,
Lorong Universiti A,59100 Kuala lumpur.
Day One - 27 November 2019 8.00 am - 9.30 am Registration
9.30 am - 10.30 am Banking and Finance Research – Contemporary Issues and Future Research Agenda
11.00 am - 1.00 pm Endogeneity in Static Panels – IV and HT Estimators
2.00 pm - 3.15 pm Hands-on (IV and HT Estimators)
3.30 pm - 5.00 pm Dynamic Panel Modelling
10.30 am - 11.00 am TEA BREAK
1.00 pm - 2.00 pm LUNCH BREAK
3.15 pm - 3.30 pm TEA BREAK
Day Two - 28 November 2019 9.00 am - 10.30 am Dynamic Panel Modelling (Continue)
11.00 am - 1.00 pm Dynamic Panel Modelling ( Hands-on)
2.30 pm - 5.00 pm Panel Model With Interactions
10.30 am - 11.00 am TEA BREAK
1.00 pm - 2.30 pm LUNCH BREAK
Day Three - 29 November 2019 9.00 am - 10.30 am Panel Model With Interactions (Hands-on)
11.00 am - 1.00 pm Panel Discussion – Publication in High Ranking Journal
10.30 am - 11.00 am TEA BREAK
1.00 pm - 2.30 pm LUNCH BREAK
Quantitative Banking And Finance Research (Endogeneity And Interaction In Panel Modeling)
WHO SHOULD ATTEND?• Researchers and students who are required to write and publish research papers/theses/reports;• Academics and professionals who are required to know how to conduct quantitative and applied research.
FACILITATOR
Quantitative Banking And Finance Research (Endogeneity And Interaction In Panel Modeling)
Prof. Dr. Mansor H IbrahimDeputy President AcademicDean School Of Graduate And Professional Studies
Prof Dr Mansor H. Ibrahim is currently a professor of Finance and Econometrics in INCEIF. He received
his Ph.D. in Economics from Washington University in St. Louis in 1996. He teaches
mostly quantitative courses such as mathematics for economics and business, statistics, and econometrics at both undergraduate and post-graduate levels. His areas of interest are monetary economics and time series analyses of macroeconomic and financial data. His publications appears in various internationally refereed journals including, among others, Journal of Banking and Finance, Economic Modelling, Journal of International Financial Markets, Institutions & Money, Pacific-Basin Finance Journal, Energy Policy, Renewable and Sustainable Energy Reviews, Singapore Economic Review, Asian Economic Journal, Developing Economies, Economic Changes and Restructuring, International Economic Journal, International Review of Economics, Journal of Applied Economics, Journal of Asia-Pacific Business, Journal of the Asia Pacific Economy, and Journal of Forecasting.
Quantitative Banking And Finance Research (Endogeneity And Interaction In Panel Modeling)
Professional/Academic:RM 750 (Malaysian)USD 190 (International)
Student:RM 550 (Malaysian)* USD 140 (International)
WORKSHOP FEE (GST Incl.)
CLOSING DATEFOR REGISTRATION30 OCTOBER 2019
� For general participants, to register, please email to [email protected]. � For I-ARIEF participants, to register please email to [email protected].
For any inquiries, kindly contact Ms Intan Zalina (+603 7651 4053) / [email protected] and for I-ARIEF participants, kindly contact Mr Asmawi Asari (+603 7651 4037) / [email protected].
HOW TO REGISTER
INQUIRIES
