Archives for LFIN

Finance Seminar

Gradojevic Nikola, University of Guelph

Brexit and foreign exchange market expectations: Could it have been predicted? Gradojevic Nikola, University of Guelph In order to gauge foreign exchange market expectations prior to and after the Brexit vote in June, 2016, this paper examines European options written on the GBP/USD and...
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UCLouvain Finance Seminar

Thorsten Schmidt, University of Freiburg

On the efficient estimation of risk Thorsten Schmidt, University of Freiburg The estimation of risk measures recently gained  a lot of attention, partly because of the backtesting issues of expected shortfall related to elicitability. In this work we shed a new and fundamental light on...
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PhD Training

Brussels SoFiE Summer School 2018

The 2018 SoFiE Financial Econometrics School will be held in Brussels on June 4-8, 2018. This year's topic is Big Data in Macroeconomics and Finance. SoFiE Financial Econometrics School The SoFiE Financial Econometrics School is an annual week-long research-based course for Ph.D. students...
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Conférence

Belgian Financial Research Forum

After the 2016 conference hosted by the National Bank of Belgium, the 16th meeting of the Belgian Financial Research Forum (BFRF) will take place at the National Bank of Belgium (Brussels) on June 1, 2018. For the first time this research forum will be jointly organized by HEC-Liège, KU Leuven,...
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Financial Research Seminar

Post Crisis Bank Regulations and the Liquidity of...

As part of the Belgian Financial Research Forum, Prof. Darrell Duffie (Stanford University) will be giving a lecture on "Post Crisis Bank Regulations and the Liquidity of Financial Markets". The talk will start at 11:00 a.m. and will be followed by a lunch. Abstract The increased...
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