Archives for LFIN
From 15 to 16/05/2018
PhD Training
Identification Strategies in Finance with Murillo Campello
This thorough PhD level class covering modern empirical work is co-organized by Katholieke Universiteit Leuven (KULeuven), Ghent University, University of Antwerp (UA), Université catholique de Louvain (UCLouvain), University of Liege (ULiège), University of Saint-Louis (SLU), and Vlerick...
Click to know more 
From 07 to 08/05/2018
PhD Training
LFIN PhD course on Macro Finance
Keynote Speakers
Cynthia Wu (Chicago Booth)
Drew Creal (Chicago Booth)
Course outline
This short-course covers relevant topics in Macro Finance related to term structure modelling, zero lower bound and stochastic volatility. This two days course will theoretical parts (morning)...
Click to know more 
April 20, 2018
UCLouvain Finance Seminar
Plazzi Alberto, Swiss Finance Institute
Birds of a Feather – do Hedge Fund Managers Flock Together?
Plazzi Alberto, Swiss Finance Institute
Using mandatory filings on the universe of UK hedge funds, we analyze the effect of managerial networks based on past employment. Employment in the same industry and employment in the same firm...
Click to know more March 23, 2018
UCLouvain Finance Seminar
Andrea Vedolin, London School of Economics
Model-free International Stochastic Discount Factors
Andrea Vedolin, London School of Economics
We provide a theoretical characterization of international stochastic discount factors (SDFs) in incomplete markets under different degrees of market segmentation. Using 40 years of data on a...
Click to know more March 02, 2018
UCLouvain Finance Seminar
Michael V. Pykthin, Federal Reserve Bank
Credit Exposure in the Presence of Initial Margin
Michael V. Pykhtin, Federal Reserve Board
It has been widely believed that mandatory posting of initial margin (IM) required by the BCBS-IOSCO margin rules should effectively eliminate counterparty risk from bilateral trading. We apply...
Click to know more