Calendar for LFIN

Finance Seminar

Andrea Vedolin, Boston University

Central Bank Communication and the Yield Curve Andrea Vedolin, Boston University Using the institutional features of ECB monetary policy announcements, we provide evidence for the risk premium channel of central bank communication. While central bank communication had a...
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Finance Seminar

Alireza Tahbaz-Salehi, Northwestern University

Joint with OR and Econometrics Seminars Supply Chain Disruptions: Evidence from the Great East Japan Earthquake Alireza Tahbaz-Salehi, Northwestern University Exploiting the exogenous and regional nature of the Great East Japan Earthquake of 2011, this paper provides a systematic...
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Finance Seminar

Alireza Tahbaz-Salehi, Northwestern University

A Theory of Firm-Level Production Networks Alireza Tahbaz-Salehi, Northwestern University This paper develops a theory of firm-level production networks, with firm-specific relationships, endogenous bankruptcies, and market power. Firms in each industry have access to a production...
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Finance Seminar

Andrea Vedolin, Boston University

Central Bank Communication and the Yield Curve Andrea Vedolin, Boston University Using the institutional features of ECB monetary policy announcements, we provide evidence for the risk premium channel of central bank communication. While central bank communication had a...
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Finance Seminar

Pascal François, HEC Montréal

Comoment Risk in Corporate Bond Yields and Returns Pascal François, HEC Montréal This paper provides a comoment factor analysis of corporate bond returns using sector index bond portfolios. Corporate bond excess default return are decomposed into systematic default risk premiums...
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