This special issue comprises a selection of papers from the first Workshop on Financial Econometrics and Empirical Modelling of Financial Markets which took place in Bochum in April 2017 and the annual conference of the European Economics and Finance Society in Ljubljana in June 2017. The broad range of methods and topics covered in these papers reflects the aim of the workshop and the annual conference to bring together young econometricians and economists. Essentially, all papers deal with important aspects of today's financial markets and relate them to issues faced by policymakers.
- empirical models
- financial markets