Archives for LFIN

Jean-Bernard Chatelain (Paris school of Economics) will give a presentation on Persistence-Dependent Optimal Policy Rules Abstract: A policy target (for example inflation) may depend on exogenous cost-push shocks with different degrees of persistence, including non-stationary...

Name : Raymond Kan Affiliation : Rotman School of Management, University of Toronto Title : In-sample and Out-of-sample Sharpe Ratios of Multi-factor Asset Pricing Models Abstract : For many multi-factor asset pricing models proposed in the recent literature, their implied tangency...

TBA Jean-Baptiste HASSE, AMSE/GREQAM, Aix-Marseille University

You are kindly invited to the Seminar in Financial Research co-organised by the National Bank of Belgium and the Belgian universities (KU Leuven, UA, UCL, UGent, ULB, ULg, UMons, UNamur, USaint- Louis, Vlerick and VUB) Bail-ins and Bail-outs: Incentives, Connectivity and Systemic Stability...