ERSC-CEA@Cass Seminar Series in Financial Econometrics 2
Modelling treasure and corporate yields, and the risk sources associated with the movements of the term structure of interest rates
October 2008 - September 2010
The Centre for Econometric Analysis @ Cass Business School is pleased to announce the continuation of its successful Seminar Series in Financial Econometrics.
Programme of events
Conferences
Chicago/London Conference on Financial Markets Part One:
What Went Wrong? Financial Engineering, Financial Econometrics, and the Current Stress.
5 - 6 December 2008 In collaboration with the International Center for Futures and Derivatives (ICFD), Finance Department, University of Illinois at Chicago (UIC)
Chicago/London Conference on Financial Markets Part Two:
Financial Markets: How Real?
1 -2 May 2009
In collaboration with the International Center for Futures and Derivatives (ICFD), Finance Department, University of Illinois at Chicago (UIC)
Chicago/London Conference on Financial Markets Part Three:
Factor Models in Economics and Finance
4-5 December 2009
Cass Business School
High Dimensional Econometric Modelling Conference Part Four
3-4 December 2010
Cass Business School
Seminars
Seminar 1
Andrew Sentance: 'The current financial crisis - lessons for monetary policy'
25 February 2009 (12:30-13:30, Room 2005)
By invitation only
Seminar 2
Michael J. Fleming (Federal Reserve Bank of New York, USA)
Repo Market Effects of the Term Securities Lending Facility (with W.B. Hrung and F.M. Keane)
5th October 2009 (12:30-13:30, Room 2005)
Seminar 3
Ravi Jagannathan (Kellog School of Management, Northwestern University, USA) Informed Trading, Liquidity Provision, and Stock Selection by Mutual Fund (with Z. Da and P. Gao)
7th October 2009 (12:30-14:00, Room 2005)
Seminar 4
Ravi Jagannathan (Kellog School of Management, Northwestern University, USA)
Why are we in a recession? The financial crisis is the symptom not the disease" (with M. Kapoor and E. Schaumburg)
8th October 2009 (12:15-13:30, Room 6038)
Seminar 5
Andy Haldane (Executive Director, Financial Stability, Bank of England) "Public Policy in an Era of Super-Systemic Risk"
16 February 2010 (17:00-18:30, Room 2002)
Seminar 6
Andrew Smithers (Smithers & Co. Ltd.)
"Imperfect Markets and Inept Central Bankers"
23 February 2010 (17:00-18:30, Room 2002)
Further events will be announced as details become available.
Sponsors:
CEA - Centre for Econometric Analysis
UIC International Center for Futures and Derivatives
Cass Business School (Knowledge Transfer Fund/Higher Innovation Fund)
ESRC (G.N. RES-451-26-0533)
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