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Doctoral Program in Finance

Research Seminar BBLS Banking and Finance - Spring Term 2019

Monday, 12:15-13:00
Program
Date Speaker Topic
18.02. Andrada Bilan Does One Dealer Make a Difference?
25.02. Gazi Kabas Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks
Paper
04.03. Prof. Vincent Fardeau Financially Constrained Arbitrage and Market Structure
11.03. Lena Hörnlein Utility divestitures - Corporate financial strategies in the German energy transition
18.03. Emilia Garcia The Economic Costs of Financial Distress
25.03. Krishna Srinivasan Testing for Structural Breaks in the Cointegration of World Equity Markets
01.04. Gianluca de Nard
Simon Hediger
Subsampling the Feature Space for Predictions and Multivariate Higher Moments Estimation
15.04. Simon Hediger On the Use of Random Forest for Two-Sample Testing, with an Application in Empirical Finance
Abstract (PDF, 84 KB)
29.04. Jonathan Krakow Structured Finance meets Main Street Bias: The demand and supply effects from misestimating and shrouding correlation risk
30.04. Special Seminar
Time: 12:15-13:00, Room: KOL-N1-EV
Speaker: Prof. Fabio Trojani
Topic: Smart SDFs
06.05. Marlon Azinovic Deep Equilibrium Nets
13.05. Stefano Ramelli When investors call for climate responsibility, how do mutual funds respond?
Paper
20.05. Yunhao He Jump Modified Momentum in Currency Markets
27.05. Anne-Florence Allard A COAALA Copula for Stock-Bond Return Co-Movement: Beware of the Beast With Four Tails
Paper

Weiterführende Informationen

Location

Plattenstrasse 32, 8032 Zurich
Room: PLD-E-04

Scientific Coordinator

Organizer

Sarah Wikus
sarah.wikus[at]bf.uzh.ch