Leopoldo CATANIA (Aarhus University) “t.b.a.”
Finance & Financial Econometrics : Time: 10.00 am Date: 04th of April 2023 Room 3001 Leopoldo CATANIA (Aarhus University) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Notice: Utilizing the form controls will dynamically update the content
Andre LUCAS (VU Amsterdam) “t.b.a.”
Finance & Financial Econometrics : Time: 11.00 am Date: 04th of April 2023 Room 3001 Andre LUCAS (VU Amsterdam) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Julien Thavard (Université de Lorraine) “Climate change and Banking stability: evidence for Latin America through Strong ENSO”
Quantitative Sustainable Economics and Finance Time: 10.30 am Date: 25th of April 2024 Room 3001 Julien Thavard (Université de Lorraine) "Climate change and Banking stability: evidence for Latin America through Strong ENSO" Abstract : t.b.a. Organizers: Peter TANKOV (CREST) Sponsors: CREST
Stefan VOIGT (Univ. of Copenhagen) “t.b.a.”
Finance & Financial Econometrics : Time: 10.00 am Date: 16th of May 2023 Room 3001 Stefan VOIGT (Univ. of Copenhagen) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Jose OLMO (Univ. of Zarragoza) “t.b.a.”
Finance & Financial Econometrics : Time: 11:00 am Date: 16th of May 2023 Room 3001 Jose OLMO (Univ. of Zarragoza) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Susana CAMPOS-MARTIN (Oxford University) “t.b.a.”
Finance & Financial Econometrics : Time: 10.00 am Date: 23th of May 2023 Room 3001 Susana CAMPOS-MARTIN (Oxford University) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Siem Jan KOOPMAN (VU Amsterdam) “t.b.a.”
Finance & Financial Econometrics : Time: 11:00 am Date: 23th of May 2023 Room 3001 Siem Jan KOOPMAN (VU Amsterdam) "t.b.a." Abstract : Organizers: Jean-Michel ZAKOIAN (CREST) Sponsors: CREST
Chiara Colesanti (University of Zurich – LSE, Grantham Institute) “A study of nature risk pricing”
Quantitative Sustainable Economics and Finance Time: 11.20 am Date: 23th of May 2024 Room 3005 Chiara Colesanti (University of Zurich - LSE, Grantham Institute) "A study of nature risk pricing" Abstract :We introduce a novel dataset provided by S&P Global that contains company-level information on nature dependence and nature impact. Based on these metrics we […]
Emanuele Campiglio (University of Bologna) “Warning words in a warming world”
Quantitative Sustainable Economics and Finance Time: 12.10 pm Date: 23th of May 2024 Room 3005 Emanuele Campiglio (University of Bologna) "Warning words in a warming world" Abstract :We study climate-related central bank communication using a novel dataset containing 32,359 speeches from 131 central banks over the 1986-2021 period. We employ natural language processing techniques to […]
Frederik KRABBE (University of Aarhus) “Asymptotic Properties of The Maximum Likelihood Estimator for Markov-Switching Observation-Driven Models”
Finance & Financial Econometrics : Time: 11:00 am Date: 13th of June2023 Room 3001 Frederik KRABBE (University of Aarhus) "Asymptotic Properties of The Maximum Likelihood Estimator for Markov-Switching Observation-Driven Models" Abstract : In this paper, we study the asymptotic properties of the maximum likelihood estimator for a so-called Markov-switching observation-driven model. The Markov-switching observation-driven model […]
Maria-Eugenia Sanin (Paris Saclay University) “Biodiversity Risk, Firm Performance, and Market Mispricing”
Quantitative Sustainable Economics and Finance Time: 10.30 am Date: 03th of October 2024 Room 2028 Maria-Eugenia Sanin (Paris Saclay University) "Biodiversity Risk, Firm Performance, and Market Mispricing" Abstract : Combining new data on biodiversity-capacity and biodiversity-footprint with firm fundamentals, we conduct a causal analysis of the impact of biodiversity physical risk on firms' profitability and […]
Ivan Diaz-Rainey (Griffith Business School) ” Extreme seas, climate change and banking stability: A bottom-up temporospatial stress test in the context of domestic real estate”
Quantitative Sustainable Economics and Finance Time: 11.30 am Date: 03th of October 2024 Room 2028 Ivan Diaz-Rainey (Griffith Business School) " Extreme seas, climate change and banking stability: A bottom-up temporospatial stress test in the context of domestic real estate" Abstract :Combining new data on biodiversity-capacity and biodiversity-footprint with firm fundamentals, we conduct a causal […]