Apr 23, 2022
Jantke de Boer was awarded the Best Paper Award at the Money, Macro and Finance Society PhD Conference 2022
Jantke de Boer was awarded the Peter Sinclair Prize (3rd place) at the Money, Macro and Finance Society PhD Conference 2022 for her research paper "Foreign Portfolio Investment Network and Currency Risk Premia". The conference was held at Heriot-Watt University in Edinburgh with the objective to provide advanced PhD economists with an opportunity to present their research to their peers and leading researchers in the field in order to obtain feedback. The link to the conference website: https://www.mmf.ac.uk/phd/2022-phd-conference/
In the paper, Jantke studies the impact of foreign portfolio investments on exchange rates. Countries that hold a relatively small volume of their foreign assets in stocks and bonds of central countries - measured by their market capitalization - pay on average higher currency excess returns and interest rates. These risk premia compensate for larger depreciation rates during periods of global financial uncertainty.
Podcasts have been created on each of the research papers. The link to the video: https://www.youtube.com/watch?v=kpOvfA5W4WM&t=1s