5th IFABS Conference on “The search for financial stability: models, policies and prospects” held at the East Midlands Conference Centre, Nottingham

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Dr Nikolaos Voukelatos from Kent Business School presented a working paper on the performance of option trading strategies in the EU at the 5th annual conference of the International Finance and Banking Society at the East Midlands Conference Centre at Nottingham on June 27th.

The conference aimed to to provide a forum for discussion and critical analysis of the major financial and banking issues that are faced by the world today, bringing together leading researchers and experts in the field, from academia, the industry and the world of policy making.

Keynote speakers included Lord May of Oxford (University of Oxford), Martin Brooke (Bank of England) and Alexandros Vardoulakis (European Central Bank and Bank of France).

Previous studies have highlighted the importance of options contracts in hedging various sources of market risk. The paper presented by Nikolaos Voukelatos provided new empirical evidence on the risk premia associated with various parts of the distribution of market returns by using information implied by the prices of index options. In addition, the paper highlighted the significant difference in terms of the willingness of market participants to hedge against different types of risk before and after the recent financial crisis.

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