12th Workshop on Exchange Rates

Conference date

13 Dec 2022

Location

Basel, Switzerland

Description

The Bank for International Settlements will host the 12th workshop on “Exchange Rates”, jointly organised with the Banca d’Italia and the European Central Bank. The workshop aims at providing a forum for discussing innovative research on analytical and policy issues relating to theme FX markets, financial intermediation and macrofinancial stability. Economists working in central banks, academia, and the private sector are invited to submit a paper.

Wenxin Du (Chicago Booth) will give a keynote lecture.

The conference organisers welcome submissions of either theoretical or empirical nature.

Relevant topics include, but are not limited to:

• The drivers of exchange rates and related asset prices from a financial perspective (including the role of intermediaries);
• Exchange rates and the transmission of monetary policy;
• Information content of exchange rates for monetary policy;
• Exchange rate pass-through and the role of dominant currency pricing;
• FX intervention;
• Exchange rates and macrofinancial stability frameworks;
• FX risk premia and their drivers;
• Global linkages between capital flows, foreign exchange rates and risk appetite;
• The international use of currencies and its implications for exchange rates;
• Digital currencies and their implications for the global monetary and financial system.


Format of the conference and submission of papers
We aim to hold the one-day workshop in-person in Basel (provided the pandemic situation permits).

Interested authors should submit their paper via e-mail to bisresearch@bis.org by Sunday 23 October 2022. Final or nearly final versions will be preferred given the small number of papers we will be able to accept. Authors of accepted papers will be notified by mid November.


Organising committee
Alessio Anzuini (Banca d’Italia), Egemen Eren (BIS), Fabio Fornari (ECB), Andreas Schrimpf (BIS) and Sonya Zhu (BIS)