Dear Colleagues,

We are pleased to announce the Volatility and Liquidity Workshop, to be held at the Department of Economics and Management, University of Pavia, on January 22-23, 2026.

Looking forward to seeing you in Pavia.

Wishing you all a Merry Christmas and a Happy New Year.

Giacomo

On behalf of the Organizing Committee

***

Volatility and Liquidity Workshop, January 22-23, 2026, University of Pavia

In an era defined by rapid, unprecedented disruption—ranging from financial crises to climate change to global pandemics—our socio-economic systems are being reshaped before our eyes. As market participants evolve and adapt, the foundations of econometric modeling shift, creating new challenges and opportunities. 

This workshop brings together world-class experts at the forefront of modeling time-varying parameters, such as volatility and liquidity. We uncover the forces driving these dynamics and explore cutting-edge insights essential for safeguarding and strengthening the resilience of the global financial system.

Venue

Aula H, Via San Felice al Monastero 5, Pavia

Organizing Committee

• Giacomo Bormetti
• Riccardo Brignone
• Eduardo Rossi
• Lorenzo Trapani

Keynote Speakers

• H. Peter Boswijk, University of Amsterdam
• André Lucas, VU University Amsterdam

Invited Speakers and Discussants

• Giuseppe Buccheri, University of Verona
• Andrea Bucci, University of Macerata
• Leopoldo Catania, Aarhus University
• Enzo D’Innocenzo, University of Bologna
• Emilija Dzuverovic, Ca’ Foscari University of Venice
• Christian Francq, ENSAE Paris
• Giampiero Gallo, New York University in Florence
• Emanuele Guidotti, University of Lugano
• Nikolaus Hautsch, University of Vienna
• David Itkin, London School of Economics and Political Science
• Fabrizio Lillo, Scuola Normale Superiore Pisa
• Elisa Ossola, University of Milano Bicocca
• Angelo Ranaldo, University of Basel
• Roberto Renò, ESSEC Business School Paris
• Mirco Rubin, EDHEC Business School Nice
• Paolo Santucci De Magistris, LUISS Rome
• Luca Trapin, University of Bologna
• Fabio Trojani, University of Geneva
• Giovanni Urga, Bayes Business School, City St George’s University of London
• Pierluigi Vallarino, University of Lugano
• Linqi Wang, Queen Mary University of London
• Shixuan Wang, University of Reading

Program schedule

Detailed program: Forthcoming

Acknowledgements

The Organizing Committee acknowledges financial support from Dipartimento di Eccellenza MUR 2023-2027.

* The Volatility Sessions are funded within the PRIN2020 project “Dynamic models for a fast-changing world: An observation-driven approach to time-varying parameters,” CUP F13C22002220001. Project number: 20205J2WZ4.

‡ The Liquidity Sessions are funded within the PRIN2022 project “Monitoring Risks in Financial Markets,” CUP: F53D23004210006. Project number: 2022NEL482.

Contacts

For any questions, please email the members of the Organizing Committee (name.surname@unipv.it) with the subject “Volatility and Liquidity @Unipv”.