Econometrics

CORE

2017-2018

Twice a month on Friday 11:00 a.m., CORE (room b-135)

September 22, 2017 - 11.00 a.m.
Bertrand Candelon, Institut Louis Bachelier

October 13, 2017 - 11:00 a.m.
Francesco Ravazzolo, Free University of Bolzano

November 10, 2017 - 11:00 a.m.  (Cancelled)
Lucio Sarno, Cass Business School

November 24, 2017 - 11:00 a.m.
Dimitra Kyriakopoulou, UCLouvain CORE

December 8, 2017 - 02:00 p.m. (Cancelled)
Scott Joslin, USC Marshall School of Business

January 26, 2018 - 11:00 a.m.
Adelchi Azzalini, University of Padua

April 27, 2018 - 02:00 p.m. - New Date !!
Jean-Stéphane Mesonnier, Banque de France

May 4, 2018 - 11:00 a.m.
Daniel Buncic, Sveriges Riksbank

May 25, 2018 - 11:00 a.m.
Dimitris Korobilis, University of Essex

Archives

Every Friday 11:00 a.m., CORE (room b-135)

September 16, 2016 - 11. a.m
Antoon PELSSER, Maastricht University
Pricing and Hedging in Incomplete Markets with Model Ambiguity

September 23, 2016 - 11.00 a.m.
Olivier LE COURTOIS, EMLyon Business School
Credit Benchmarking, Risk Premium Adjustment Factors, and Credit Solvency Capital Requirements. A Recovery-Based Approach

September 30, 2016 - 11.00 a.m.
Marc HALLIN, Université libre de Bruxelles
R-Estimation in Semiparametric Dynamic Location-Scale Models

October 7, 2016 - 11.00 a.m.
Francis X. DIEBOLD, University of Pennsylvania
Estimating GLobal Bank Network Connedtedness

October 14, 2016 - 11.00 a.m.
Paolo ZAFFARONI, Imperial College London
Estimating Risk Premia Using Large Cross-Sections

October 21, 2016 - 09.30 a.m. - different hour
Geneviève GAUTHIER, HEC Montréal
Firm-Specific Credit Risk Modelling in the Presence of Statistical Regimes and Noisy Prices

October 28, 2016 - 11.00 a.m.
Arnaud DOUCET, Oxford University
The Correlated Pseudo-Marginal Method for Inference in Latent Variable Models

November 25, 2016 - 11.00 a.m.
Christian BROWNLEES, Pompeu Fabra University
Impulse Response Estimation By Smooth local projections

December 2, 2016 - 11.00 a.m.
Laurent E. CALVET, HEC Paris
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 

December 9, 2016 - 11.00 a.m.
Damiano BRIGO, Imperial College
Multi Currency Credit Default Swaps: Quanto Effects and FX Devaluation Jumps

February 3, 2017 - 11.00 p.m.
Hans Degryse, KULeuven
The Impact of Clearing Fees on Market Quality

February 10, 2017 - 11.00 a.m.
Peter FELDHUTTER, London Business School
The Myth of the Credit Spread Puzzle

March 10, 2017 - 11.00 a.m.
Gregor KASTNER, WU Vienna University of Economics and Business
Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices

March 17, 2017 - 11.00 a.m.
Christian ROBERT, Université Paris Dauphine
Asymptotic Properties of Approximate Bayesian Computation

March 24, 2017 - 11.00 a.m.
Sophie MOINAS, Toulouse School of Economics
Funding Constrainsts and Market Liquidity in the European Treasury Bond Market

April 21, 2017 - 11.00 a.m.
Jing Cynthia WU, The University of Chicago Booth School of Business
Time-Varying Lower Bound of Interest Rates in Europe

May 5, 2017 - 11.00 a.m.
Kris BOUDT, KULeuven
Shrinkage Approaches to the Estimation of Higher Order Moments

May 12, 2017 - 11.00 a.m.
Pasquale DELLA CORTE, Imperial College Business School
The Cross-Section of Currency Volatility Premia

June 9, 2017 - 11.00 a.m.
Benjamin MOLL, Princeton University
Monetary Policy According to HANK

June 16, 2017 - 11.00 a.m.
Christiane BAUMEISTER, University of Notre Dame, USA
Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role of Monetary Policy in Economic Fluctuations