Archives for LFIN
October 06, 2023
Event
LFIN Seminar
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...
Click to know more July 07, 2023
Event
LFIN Seminar Eva Lütkebohmert-Holtz
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...
Click to know more June 26, 2023
Event
LFIN Seminar David Ardia
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...
Click to know more From 20 to 23/06/2023
Event
SoFiE European Summer School
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...
Click to know more June 16, 2023
Event
LFIN Seminaire
Gunther Capelle-Blancard (Université Paris 1)
will give a presentation on
Does it pay to be gender-friendly? Evidence from Portfolio Strategies
Abstract : In this study, we examine whether gender-based investment strategies have an impact on financial performance. We consider all...
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