Finance & Financial Econometrics : Time: 11.00 am Date: 07th of March 2023 Room 31001 Jeroen ROMBOUTS (ESSEC) - "Modeling Higher Moments and Risk Premiums for S&P 500 Returns" Abstract : Using joint estimation on a large sample of index option prices and the underlying returns, we study how multifactor models capture time-series and cross-sectional […]
Macro seminar Time : 12h15 - 13h30 Date : 11 Mars 2024 Salle 3001 Sebastian SCHMIDT (European Central Bank) "T.B.A." Abstract: T.B.A. Organizer Olivier LOISEL (CREST)
Sociology seminar - Thursdays Time: 9:30 am - 10:30 am Date: 14th March Place: room 3060 Kevin Munger (Pennsylvania State University) - Political Deepfakes Are As Credible As Other Fake Media And (Sometimes) Real Media Abstract: We demonstrate that fabricated videos of public officials synthesized by deep learning (“deepfakes”) are credible to a large […]
Sociology seminar - Thursdays Time: 12:00 pm - 1:30 pm Date: 14th March 2024 Place: room 3105 ZOOM LINK: https://zoom.us/j/94347463321?pwd=Z1BoT3ViY1V3TUVzcFQ1azRQckdDZz09 Marissa Thompson (Columbia University) - They have Black in their blood”: Exploring how genetic ancestry tests affect racial appraisals and classifications Abstract: How do genetic ancestry tests (GATs) affect how Black Americans decide when others […]
Macro seminar Time : 12h15 - 13h30 Date : 18 Mars 2024 Salle 3001 Christos MAKRIDIS (Arizona State University) "T.B.A." Abstract: T.B.A. Organizer : Olivier LOISEL (CREST)
Applied Micro Seminar : Every Tuesday Time: 12:15 pm - 13:30 pm Date: 19th of March Room : 3001 Paula GOBI (Université Libre de Bruxelles) - "t.b.a." Abstract : Organizers: Benoît SCHMUTZ (Pôle d'économie du CREST) Clément MALGOUYRES (Pôle d'économie du CREST) Sponsors: CREST
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 27/03/2024 Salle : 3001 Pierre DUBOIS (TSE) - "The Effects of Sin Taxes and Advertising Restrictions in a Dynamic Equilibrium" (with Rossi Abi-Rafeh, Rachel Griffith and Martin O’Connell) CV : We develop a dynamic equilibrium model of firm competition to study the […]
Quantitative Sustainable Economics and Finance Time: 10.30 am Date: 21 th of March 2023 Room 2041 Julien Daubanes, Technical University of Denmark (DTU Management) "Do Markets Price the Sensitivity of Economic Oil Reserves?" Abstract : Climate action will make the production of carbon resources less profitable, reducing economically exploitable oil reserves and their value, with […]
Quantitative Sustainable Economics and Finance Time: 11.30 am Date: 21 th of March 2023 Room 2041 Andra Anoica (BNP), "T.B.A." Abstract : T.B.A. Organizers: Peter TANKOV (CREST) - Olivier David ZERBIB (CREST) Sponsors: CREST
Macro seminar Time : 12h15 - 13h30 Date : 25 Mars 2024 Salle 3001 Jean-Baptiste MICHAU (CREST) "The Preference for Wealth and Inequality: Towards a Piketty Theory of Wealth Inequality" Abstract: What are the consequences of the preference for wealth for the accumulation of capital and for the dynamics of wealth inequality? Assuming that wealth […]
Statistical Seminar: Every Monday at 2:00 pm. Time: 2:00 pm - 3:15 pm Date: 25th March 2024 Place : 3001 Vincent DIVOL (Université Paris Dauphine) -"Entropic estimation of optimal transport maps in the semi-discrete case" Abstract: We study the question of estimating the optimal transport map T between two distributions P and Q, based on […]
Finance & Financial Econometrics : Time: 11.00 am Date: 28th of March 2023 Room 3001 Benjamin POIGNARD (Osaka University) - "Factor multivariate stochastic volatility models" Abstract :Factor modelling provides a pertinent compromise between parsimony and flexibility when specifying the co-movements of high-dimensional random vectors. We accommodate a factor structure on multivariate stochastic volatility (MSV) models […]