Archives for LFIN
March 13, 2019
Finance Seminar
Financial Research Seminar: William Goetzmann
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)
by
William Goetzmann (Yale University)
on
Bubbles and Crashes:...
Click to know more 
From 21 to 23/01/2019
Ph.D. Course on Volatility Modeling
Ph.D. Course on Volatility Modeling by Tim Bollerslev (DUKE)
Ph.D. Course on Volatility Modeling
by Tim Bollerslev (DUKE)
Brussels, 21-22-23 January 2019
Outline and the speaker
This short-course (9h) presents an overview of the topic “Volatility Modeling,” starting from basic ARCH/GARCH type models all the way to more recent realized...
Click to know more 
December 14, 2018
Finance Seminar
Finance Seminar: Estate Khmaladze
Joint with ISBA
New approach to distribution-free testing for linearity of regression.
Related topics and extensions
Estate Khmaladze, University of Wellington, NZ
Consider the classical problem that in the pairs $(X_i,Y_i)$, the response variables $Y_i$ have linear regression $a+bX_i$...
Click to know more 
November 30, 2018
Finance Seminar
Pascal François, HEC Montréal
Comoment Risk in Corporate Bond Yields and Returns
Pascal François, HEC Montréal
This paper provides a comoment factor analysis of corporate bond returns using sector index bond portfolios. Corporate bond excess default return are decomposed into systematic default risk premiums rewarding...
Click to know more November 23, 2018
Finance Seminar
Andrea Vedolin, Boston University
Central Bank Communication and the Yield Curve
Andrea Vedolin, Boston University
Using the institutional features of ECB monetary policy announcements, we provide evidence for the risk premium channel of central bank communication. While central bank communication had a...
Click to know more