Vienna Symposium on Foreign Exchange Markets

The WU Research Institute for Capital Markets (ISK) will organize the annual Vienna Symposium on Foreign Exchange Markets from August 23-24, 2021 in Vienna at Palais Coburg. To alleviate health concerns and broaden the audience, we will also offer remote-participation alternatives. Research on risk premia, factors, and predictive regressions has traditionally focused on equity markets, while research on foreign exchange has been lagging despite its huge potential. Currently, the low yield .. continue reading environment, large international portfolio flows and unconventional monetary policy have made it crucial for asset managers to incorporate FX strategies and FX risk management. We therefore welcome papers on FX risk premia, FX strategies, FX valuation, FX and monetary policy, Emerging Market currencies, currency pegs, FX regimes, FX and business cycle, etc. In addition to the above-mentioned research themes, we particularly encourage the submission of papers that deal with the interaction of FX and interest rates as well as interaction of FX and sovereign risk. Further members of the program committee are Georg Cejnek, Magnus Dahlquist, Zhengyang Jiang, Stephan Kranner, Otto Randl, Lucio Sarno, Andrea Vedolin, Stefan Voigt, Christian Wagner, and Michael Weber.