Archives for LFIN
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 November 22, 2018
Finance Seminar
Alireza Tahbaz-Salehi, Northwestern University
A Theory of Firm-Level Production Networks
Alireza Tahbaz-Salehi, Northwestern University
This paper develops a theory of firm-level production networks, with firm-specific relationships, endogenous bankruptcies, and market power. Firms in each industry have access to a production...
Click to know more November 20, 2018
Finance Seminar
Alireza Tahbaz-Salehi, Northwestern University
Joint with OR and Econometrics Seminars
Supply Chain Disruptions:
Evidence from the Great East Japan Earthquake
Alireza Tahbaz-Salehi, Northwestern University
Exploiting the exogenous and regional nature of the Great East Japan Earthquake of 2011, this paper provides a systematic...
Click to know more November 19, 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