Research Seminar
Tuesday, 18:00 - 20:00 c.t.
Ludwigstr. 33, room 144 (Seminarraum)
| Date | Presenter | Topic |
|---|---|---|
| 08-Nov-2016 | Markus Huber | On the Welfare Effect of Large Terrorism Events |
| 15-Nov-2016 | No research seminar but you are invited to attend the CES Lecture of Bengt Robert Holmström (MIT Economics) which will take place at LMU München, Geschwister-Scholl-Platz 1, Große Aula, 18:00 s.t. | |
| 29-Nov-2016 | Alexander Matthies | Term Structure Forecasts with Dynamic Factor Models |
| 06-Dec-2016 | Christoph Berninger | The Hull White Model and the Martingale Pricing Approach |
| 20-Dec-2016 | Christian Groll | CAPE ratios and what they teach us about long-term stock market dynamics |
| 10-Jan-2017 | Janis Bauer | A Heston-Nandi GARCH Credit Risk Model |
| 17-Jan-2017 | Malte Kurz | Risk Estimation and Spurious Seasonality |
| 31-Jan-2017 | Andreas Fuest | New adventures in boosting: Macroeconomics and the yield curve |
| Benjamin Moritz | Momentum and Mean Reversion in financial markets risks and returns |