Archives for LFIN

Erica Perego (CEPII) will give a presentation on US monetary policy spillovers to developing countries: the commodity-financial channel Authors: Erica Perego (CEPII), Vincent Bodart (IRES, UCL), François Courtoy (European Commission) Abstract: As commodities are exchanged as...

Eva Lütkebohmert-Holtz (U. Friburg) will give a presentation on Deep Learning Name Concentration Risk for Portfolios of Multilateral Development Banks Abstract: As institutions that predominantly lend to sovereign borrowers to achieve their development goals, Multilateral...

David Ardia (HEC Montréal) will give a presentation on Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified Abstract: The decomposition of hedge fund returns is hampered by model misspecification. To address this issue, we develop a novel approach to...

This four-day summer school will cover empirical macro-finance research on monetary policy and the yield curve. The course starts with an overview of different approaches to model the behavior of monetary policy, the term structure of interest rates, and the interactions between the two. The...