Finance Research Workshops
Autumn Term 2017
16 October: "Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models"
Fa Wang, School of Economics, Shangai University of Finance and Economics, China.
23 October: "Extrapolative Expectations and the Second-Hand Market for Ships"
Ioannis Moutzouris, Cass Business School, Nikos Nomikos, Cass Business School.
30 October: "Fire-Sale Spillovers in a Network Perspective"
Christina Hans, Universitat Pompeu Fabra and Deutsche Bundesbank
06 November: "Volatility and the Cross-Section of Returns on FX Options"
Ian Marsh, Cass Business School, Jessica James, Cass Business School and Commerzbank
13 November: "Prudential Regulation and the OTC Derivatives Market"
Francesc Rodriguez-Tous, Cass Business School. Jonathan Acosta-Smith, Bank of England, Gerardo Ferrara, Bank of England, Samin Ghamami, Office of Financial Research.
20 November: "Depositors Disciplining Banks: The Impact of Scandals"
Mikael Homanen, Cass Business School
27 November: "Do Independent Advisers Improve IPO Outcomes?"
Emmanuel Pezier, Cass Business School
04 December: "Asset Encumbrance and Bank Risk: First Evidence from Public Disclosures in Europe" Albert Banal-Estanol, Universitat Pompeu Fabra and Barcelona GSE, Enrique Benito, City, University of London, Dimitry Khametshin, Universitat Pompeu Fabra.
11 December: “Testing for Regime Changes in Large Dimensional Factor Models”
Daniele Massacci, Bank of England
Unless otherwise stated workshops will take place in Room 2005