Center for Financial Frictions
Past Finance Seminars
Previous FRIC/Finance Seminars
Below you can find the seminars that FRIC has hosted as part of the Department's seminar series.
FRIC Seminars 2022
DATE | SPEAKER |
---|---|
Friday, March 11, 2022 |
FRIC/Finance Seminar with Dong Yan, Stockholm School of Economics Credit Risk and the Life Cycle of Callable Bonds: Implications for Real Corporate Decisions |
Wednesday, May 18, 2022 |
FRIC/Finance Seminar with Shohini Kundu, UCLA Anderson School of Management The Geography of Bank Deposits and the Origins of Aggregate Fluctuations |
Friday, June 3, 2022 |
FRIC/Finance Seminar with Ilya Strebulaev, Standford University The Economic Impact of Venture Capital: Evidence from Public Companies |
Friday, September 9, 2022 |
FRIC/Finance Seminar with Jason Donaldson, Washington University in St. Louis Sovereign Bond Restructuring: Commitment vs. Flexibility |
Friday, September 16, 2022 |
FRIC/Finance Seminar with Tobias Berg, Frankfurt School of Finance & Management Leverage, Risk-Taking, and the Medium-Leverage Safety Trap |
FRIC Seminars 2021
DATE | SPEAKER |
---|---|
January 15, 2021 |
FRIC/Finance Seminar with Yue Yuan, London School of Economics Competing With Security Design |
February 1, 2021 |
FRIC/Finance Seminar with Simon Rother, University of Bonn The Role of Social Networks in Bank Lending |
February 3, 2021 |
FRIC/Finance Seminar with Paula Cocoma, INSEAD Explaining the Realized Pre-Announcement Drift |
February 5, 2021 |
FRIC/Finance Seminar with Federico Gavazzoni, INSEAD Concealed Carry |
March 26, 2021 |
FRIC/Finance Seminar with Adriano Rampini, Fuqua School of Business, Duke University Collateral and Secured Debt |
April 9, 2021 |
FRIC/Finance Seminar with Emil Verner, MIT Sloan School of Management Credit Allocation and Macroeconomic Fluctuations |
May 19, 2021 |
FRIC/Finance Seminar with Philip Bond, Foster School of Business, University of Washington Silence is safest: information disclosure when the audience’s preferences are uncertain |
September 10, 2021 |
FRIC/Finance Seminar with Sven Klingler, Norwegian Business School Cash is not King, Evidence from the Commercial Paper Market |
October 1, 2021 |
FRIC/Finance Seminar with Adi Sunderam, Harvard Business School |
November 5, 2021 | FRIC/Finance Seminar with Ken Singleton, Stanford Graduate School of Business |
FRIC Seminars 2020
DATE | SPEAKER |
---|---|
January 22, 2020 |
FRIC/Finance Seminar with Elisa Pazaj, Cass Business School The Value-Momentum Correlation: An Investment Explanation |
January 27, 2020 |
FRIC/Finance Seminar with Stefan Voigt, Vienna University of Economics and Business Arbitrage, Liquidity and Price Informativeness |
January 29, 2020 |
FRIC/Finance Seminar with Paul H. Beaumont, Université Paris-Dauphine Building a Customer Base under Liquidity Constraints |
January 31, 2020 |
FRIC/Finance Seminar with Yingjie Qi, Stockholm School of Economics Big Broad Banks: How Does Cross-Selling Affect Lending? |
October 2, 2020 | FRIC/Finance Seminar with Mark Egan, Harvard Business School Recovering Investor Expectations from Demand for Index Funds |
October 5, 2020 |
FRIC Research Seminar with Martin Scheicher, ECB
Intermediation in bond and swap markets: Mechanisms, trends and impact of Covid crisis |
November 20, 2020 |
FRIC/Finance Seminar with Lorenzo Bretscher, HEC Lausanne |
November 27, 2020 |
FRIC/Finance Brown Bag Seminar with Dominic Cucic, Danmarks Nationalbank |
November 5, 2021 |
FRIC/Finance Seminar with Christopher James, UF Warrington College of Business |
FRIC Seminars 2019
DATE | SPEAKER |
---|---|
January 16, 2019 |
FRIC/Finance Seminar with Sebastian Doerr, University of Zurich No Risk, No Growth: The Effects of Stress Testing on Entrepreneurship and Innovation |
January 18, 2019 |
FRIC/Finance Seminar with Giorgio Ottonello, Vienna Graduate School of Finance The Impact of Benchmarking in Fixed Income Funds |
January 25, 2019 |
FRIC/Finance Seminar with Peter Zimmerman, Saïd Business School, University of Oxford Blockchain structure and cryptocurrency prices |
March 1, 2019 | FRIC/Finance Seminar with Roberto Steri, HEC Lausanne, University of Lausanne The Sources of Financing Constraints |
March 5, 2019 | FRIC Research Seminar with Nina Boyarchenko, Federal Reserve Bank of New York Bank-Intermediated Arbitrage |
March 15, 2019 |
FRIC/Finance Seminar with Bjorn Eraker, Wisconsin School of Business, University of Wisconsin-Madison |
March 22, 2019 | FRIC/Finance Seminar with Benjamin Golez, Mendoza College of Business, University of Notre Dame Home-country media slant and equity prices |
March 29, 2019 | FRIC/Finance Seminar with Konstantin W. Milbradt, Kellogg School of Management, Northwestern University Corporate Liquidity Management under Moral Hazard |
May 15, 2019 |
FRIC research seminar with Jakub Hajda, HEC Lausanne and SFI |
June 14, 2019 |
FRIC/Finance Seminar with Lorenzo Garlappi, University of British Columbia
The Term Structure of Credit Spreads with Dynamic Debt Issuance and Incomplete Information |
September 2, 2019 | FRIC Research Seminar with Ehud Ronn, Texas McCombs Using Equity, Index and Commodity Options to Obtain Forward-Looking Measures of Equity and Commodity Betas, and Idiosyncratic Variance |
September 4, 2019 |
FRIC/Finance Research Seminar with Torben Andersen, Northwestern University, Kellogg |
September 6, 2019 |
FRIC/Finance Seminar with Lorena Keller, Northwestern University, Kellogg School of Management |
September 13, 2019 |
FRIC/Finance Seminar with Peter Van Tassel, Federal Reserve Bank of New York
The Law of One Price in Equity Volatility Markets |
September 20, 2019 |
FRIC/Finance Seminar with Martin Oehmke, London School of Economics
A Theory of Socially Responsible Investment |
November 1, 2019 |
FRIC/Finance Seminar with Anthony A. DeFusco, Kellogg School of Management, Northwestern University
No Job, No Money, No Refi: Frictions to Refinancing in a Recession |
November 22, 2019 |
FRIC/Finance Seminar with Andrey Malenko, Boston College, Carroll School of Management Asymmetric Information and Security Design under Knightian Uncertainty |
Date | Speaker |
---|---|
January 16, 2018 | FRIC/Finance Seminar with Matteo Benetton, London School of Economics Leverage Regulation and Market Structure: An Empirical Model of the UK Mortgage Market |
January 19, 2018 | FRIC/Finance Seminar with Thomas Geelen, Ecole Polytechnique Fédérale de Lausanne Information Dynamics and Debt Maturity |
February 2, 2018 | FRIC/Finance Seminar with Yannick Timmer, Trinity College Dublin Cyclical Investment Behavior across Financial Institution |
February 19, 2018 | FRIC/Finance Seminar with Andrés Schneider, UCLA Risk Sharing and the Term Structure of Interest Rates |
March 13, 2018 | FRIC/Finance Seminar with Anil Kashyap, Chicago Booth Optimal Bank Regulation In the Presence of Credit and Run Risk |
March 19, 2018 |
FRIC Research Seminar with Per H. Hansen, Dept. of Management, Politics and Philosophy, Copenhagen Business School
Sensemaking and Financial Crises: Central Banks and the Austrian Twin Crisis of 1931 |
March 23, 2018 |
FRIC/Finance Seminar with Tobias J. Moskowitz, Yale School of Management
Yield Curve Premia |
April 13, 2018 |
FRIC/Finance Seminar with Jean-Edouard Colliard, HEC Paris
Financial Restructuring and Resolution of Banks |
May 18, 2018 |
FRIC/Finance Seminar with Nils Friewald, Norwegian School of Economics
Over-the-Counter Market Frictions and Yield Spread Changes |
June 15, 2018 |
FRIC/Finance Seminar with Rui Silva, London Business School
Bankruptcy, Team-specific Human Capital, and Productivity: Evidence from U.S. Inventors
|
August 13, 2018 |
Seminar with Neeltje van Horen, Bank of England
Repo Market Functioning: The Role of Capital Regulation
|
September 28, 2018 | FRIC/Finance Seminar with Sebastian Gryglewicz, Erasmus University Rotterdam Delegated Monitoring and Contracting
|
October 5, 2018 | FRIC/Finance Seminar with Philip Strahan, Carroll School of Management, Boston College Stress Tests and Small Business Lending |
November 2, 2018 | FRIC/Finance Seminar with Haoxiang Zhu, MIT Sloan School of Management Swap Trading after Dodd-Frank: Evidence from Index CDS |
November 23, 2018 | FRIC/Finance Seminar with Georgy Chabakauri, London School of Economics Collateral Requirements and Asset Prices |
November 30, 2018 | FRIC/Finance Seminar with Alfred Lehar, Haskayne School of Business, University of Calgary Restructuring Failure and Optimal Capital Structure |
FRIC Seminars 2017
Date | SPEAKER | TIME AND PLACE |
---|---|---|
January 13, 2017 |
FRIC/Finance Seminar with Daniel Streitz, E.CA Economics
Managerial Biases and Debt Contract Design: The Case of Syndicated Loans
|
11:00-12:15 |
January 18, 2017 |
FRIC/Finance Seminar withSimas Kucinskas, Vrije Universiteit Amsterdam |
11:00-12:15 SPs13 |
January 20, 2017 |
FRIC/Finance Seminar with Wenqian Huang, Vrije Universiteit Amsterdam |
11:00-12:15 SPs13 |
January 27, 2017 | FRIC/Finance Seminar with Marco Ghitti, Bocconi University Great Expectations” or “Side Effects”? Bankruptcy Law Reforms and Bank Credit for SMEs |
11:00-12:15 SPs13 |
February 1, 2017 | FRIC/Finance Seminar with Guillaume Roussellet, NYU Stern School of Business Affine Term Structure Modeling and Macroeconomic Risks at the Zero Lower Bound |
11:00-12:15 SPs13 |
March 3, 2017 | FRIC/Finance Seminar with Valentin Haddad, UCLA Anderson School of Management Asset Insulators |
11.00-12.15 D4.20 |
March 10, 2017 | FRIC/Finance Seminar with Vasso Ioannidou, Lancaster University Do Central Banks try to Avoid Losses? Why? And Does it Matter for Policy? |
11.00-12.15 SPs14 |
March 17, 2017 | FRIC/Finance Seminar with Olivier Darmouni, Columbia Business School Estimating Informational Frictions in Sticky Relationships |
11.00-12.15 SPs03 |
May 18, 2017 | FRIC/Finance Seminar with Michael Weber, University of Chicago, Booth School of Business Dissecting Characteristics Nonparametrically |
11.00-12.15 SPs13 |
June 9, 2017 |
FRIC/Finance Seminar with Marti Subrahmanyam, New York University Credit default swaps around the world: Investment and financing effects |
11.00-12.15 SPs13 |
August 7, 2017 | FRIC/Finance Research Seminar with Hayne Leland, UC Berkeley Recent Developments in Dynamic Capital Structure: with a focus on optimal debt maturity |
11.00-12.00 Augustinus |
September 15, 2017 | FRIC/Finance Seminar with Guillaume Vuillemey, HEC Paris The Failure of a Clearinghouse: Empirical Evidence |
11.00-12.15 SPs13 |
September 25, 2017 |
FRIC Lunch Seminar with Co-Pierre Georg, University of Cape Town and Deutsche Bundesbank Illiquidity Spirals in Coupled Over-the-Counter Markets |
12.00-13.00 Augustinus |
October 25, 2017 |
FRIC Lunch Seminar with Jens Christensen, Federal Reserve Bank of San Francisco The TIPS Liquidity Premium |
12.00-13.00 Augustinus |
October 27, 2017 | FRIC/Finance Seminar with Wenxin Du, Federal Reserve Board of Governors The dollar, bank leverage and the deviation from covered interest parity |
11.00-12.15 SPs07 |
November 3, 2017 |
FRIC/Finance Seminar with Allen N. Berger, University of South Carolina |
11.00-12.15 SPs13 |
December 12, 2017 |
Nobel Laureate Lecture with Robert Engle, New York University (Stern)
|
16.00-18.00 SPs01 |
FRIC Seminars 2016
DATE | TYPE | SPEAKER | TIME AND PLACE |
---|---|---|---|
January 20, 2016 | FRIC/Finance Seminar |
Alexandre Corhay, University of British Columbia
Industry competition, credit spreads, and levered equity returns |
11.00-12.15 SPs13 |
February 25, 2016 | FRIC/Finance Seminar |
Hoyong Choi, London School of Economics
Information in (and not in) Treasury Options |
11.00-12.15 SP210 |
March 4, 2016 | FRIC/Finance Seminar |
Toni Whited, Ross School of Business, University of Michigan
Labor and Capital Dynamics under Financing Frictions |
11.00-12.15 SP210 |
March 11, 2016 | FRIC/Finance Seminar |
Christopher Hennessy, London Business School
The Paradox of Policy-Relevant RCTs and Natural Experiments |
11.00-12.15 SPs07 |
March 17, 2016 | Brown Bag Seminar |
Collateral Shortages and Intermediation Networks |
12.00-12.45 |
March 18, 2016 | FRIC/Finance Seminar |
Nina Boyarchenko, Federal Reserve Bank of New York
Market Confidence and Monetary Policy |
11:00-12:15 SPs08 |
April 8, 2016 | FRIC/Finance Seminar |
Chasing Private Information |
11:00-12:15 SPs12 |
April 15, 2016 | FRIC/Finance Seminar |
Josef Zechner, Vienna University of Economics and Business
Debt Maturity and the Dynamics of Leverage |
11.00-12.15 SPs08 |
April 26, 2016 | Brown Bag Seminar |
Alexander F. Wagner, University of Zurich
In no (un)certain terms: Managerial style in communicating earnings news |
12.00-12.45 Augustinus |
May 13, 2016 | FRIC/Finance Seminar |
Dimitri Vayanos, London School of Economics
Financial Markets where Traders Neglect the Informational Content of Prices |
11.00-12.15 SPs13 |
May 27, 2016 | FRIC/Finance Seminar |
Nikolai Roussanov, Wharton, University of Pennsylvania
Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution |
11.00-12.15 SPs13 |
June 17, 2016 | FRIC/Finance Seminar | Aytek Malkhozov, Bank for International Settlements International Illiquidity |
11.00-12.15 SPs13 |
September 2, 2016 | FRIC/Finance Seminar |
Boris Nikolov, University of Lausanne
Agency Conflicts Around the World
|
11.00-12.15 SPs13 |
September 30, 2016 | FRIC/Finance Seminar |
Tanju Yorulmazer, University of Amsterdam
Watering a Lemon Tree: Heterogeneous Risk-Taking and Monetary Policy Transmission |
11.00-12.15 SPs13 |
October 28, 2016 | FRIC/Finance Seminar |
Steven Ongena, University of Zurich
Changes in the Cost of Bank Equity and the Supply of Bank Credit |
11.00-12.15 SPs03 |
November 17, 2016 | FRIC Research Seminar |
Marie Hoerova, European Central Bank
Optimal margins and equilibrium prices |
11.00-12.00 SP D4.20 |
November 24, 2016 | FRIC/FI Brown Bag Seminar |
Gyuri Venter, Copenhagen Business School
Central Bank Communication and the Yield Curve
|
12.00-13.00 SP D4.20 |
November 25, 2016 | FRIC/Finance Seminar |
Christian Julliard, London School of Economics
An Information-Theoretic Asset Pricing Model |
11:00-12:15 SPs13 |
November 28, 2016 | FRIC Brown Bag Seminar |
Bernt Arne Odegaard, University of Stavanger
Bond Trading Costs, Some Norwegian Estimates |
12:00-13:00 SP D4.20 |
DATE | TYPE | SPEAKER | TIME AND PLACE |
---|---|---|---|
January 16, 2015 | FRIC/Finance Seminar |
Benjamin Schoefer, Harvard University The Financial Channel of Wage Rigidity |
11.00-12.15 |
January 23, 2015 | FRIC/Finance Seminar |
Julien Sauvagnat, Toulouse School of Economics Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks |
11.00-12.15 |
January 27, 2015 | FRIC/Finance Seminar |
Alexander Eisele, University of Lugano Behavioral Factors in Risk Arbitrage |
11.00-12.15 |
January 30, 2015 | FRIC/Finance Seminar |
Larissa Schäfer, Tilburg University Relationship Lending and Loan Performance |
11.00-12.15 |
February 2, 2015 | FRIC/Finance Seminar |
Mariana Khapko, Stockholm School of Economics Asset Pricing with Dynamically Inconsistent Agents |
11.00-12.15 |
February 24, 2015 | FRIC/Finance Seminar |
Paul Whelan, Imperial College Model Disagreement and Real Bonds |
11.00-12.15 |
March 6, 2015 | FRIC/Finance Seminar |
Lukas Schmid, Fuqua School of Business, Duke University Competition, Markups and Predictable Returns |
11.00-12.15 SP113 |
March 26, 2015 | Joint CFEM/FRIC Seminar |
Peter Cramton, University of Maryland The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response |
11.00-12.15 SP113 |
April 10, 2015 | FRIC/Finance Seminar |
Suresh Sundaresan, Columbia Business School Bank Liability Structure |
11.00-12.15 SPs03 |
April 17, 2015 | FRIC/Finance Seminar |
Björn Imbierowicz, Goethe University Frankfurt Does Lack of Financial Stability Impair the Transmission of Monetary Policy? |
11.00-12.15 SPs07 |
May 22, 2015 | FRIC/Finance Brown Bag Seminar |
Federal Reserve Tools for Managing Rates and Reserves |
11.00-12.15 |
May 27, 2015 | FRIC Seminar |
Diana Bonfim, Banco de Portugal Surviving the perfect storm: the role of the lender of last resort
Johan Hombert, HEC Paris Can Innovation Help U.S. Manufacturing Firms Escape Import Competition from China? |
9:30-11:15 SPs13 |
May 29, 2015 | FRIC/Finance Seminar |
The price of variance risk |
11:00-12:15 SPs13 |
June 9, 2015 | Brown Bag Seminar |
Ramona Westermann, Copenhagen Business School Debt covenant renegotiation and investment |
12.00-12.45 D4.20 |
September 9, 2015 | Brown Bag Seminar |
Christian Wagner, Copenhagen Business School Low-Risk Anomalies |
12.00-12.45 Augustinus |
September 18, 2015 | FRIC/Finance Seminar |
Juhani Linnainmaa, The University of Chicago Booth School of Business The History of the Cross-Section of Stock Returns |
11.00-12.15 SP114 |
October 6, 2015 | Brown Bag Seminar |
Björn Hagströmer, Stockholm Business School A Network Map of Information Percolation |
12.00-12.45 SP D4.20 |
October 22, 2015 | Brown Bag Seminar |
Anastasiya Shamshur, Norwich Business School, University of East Anglia The Market vs Book Leverage Ratio Dilemma: Leverage Smoothing and Business Cycles |
12.00-12.45 SP114 |
November 6, 2015 | FRIC/Finance Seminar |
Sascha Steffen, ESMT European School of Management and Technology Do Central Bank Interventions Limit the Market Discipline from Short-Term Debt? |
11.00-12.15 SP112 |
November 20, 2015 | FRIC/Finance Seminar |
Pietro Veronesi, University of Chicago Booth School of Business Option-Based Credit Spreads |
11.00-12.15 SPs12 |
November 23, 2015 | FRIC/Finance Seminar |
Batchimeg Sambalaibat, Price College of Business, University of Oklahoma Endogenous Specialization and Dealer Networks |
11.00-12.15 SPs03 |
December 1, 2015 | Brown Bag Seminar |
Philipp Schuster, Karlsruhe Institute of Technology A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity |
12.00-12.45 Augustinus |
December 9, 2015 | FRIC/Finance Seminar |
Tobias Berg, Bonn University Got rejected? Real effects of not getting a loan
|
11.00-12.15 SPs03 |
DATE | TYPE | SPEAKER | TIME AND PLACE |
---|---|---|---|
January 20, 2014 | FRIC/Finance Seminar |
Tim Eisert, Goethe University Frankfurt and New York University
Interbank network and bank bailouts: Insurance mechanism for non-insured creditors? |
11.00-12.15 SPs03 |
January 23, 2014 | FRIC/Finance Seminar |
Anatoli Segura, CEMFI
Why did sponsor banks rescue their SIVs? A reputational model of rescues |
11.00-12.15 SP112 |
January 24, 2014 | FRIC/Finance Seminar |
Katya Malinova, University of Toronto
Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality |
11.00-12.15 SPs13 (Velux Aud) |
January 27, 2014 | FRIC/Finance Seminar |
Andreas Park, University of Toronto
Do retail traders suffer from high-frequency traders? |
11.00-12.15 SPs03 |
February 28, 2014 | FRIC/Finance Brown Bag Seminar |
Aytek Malkhozov, McGill University
Variance Risk Premium Dynamics in Equity and Option Markets (joint with FRIC) |
D4.20 12.00-12.45 |
March 7, 2014 | FRIC/Finance Seminar |
Scott Richardson, London Business School
Asset Volatility |
11.00-12.15 SP213 |
April 4, 2014 | FRIC/Finance Seminar |
Angelo Ranaldo, University of St. Gallen
The Euro Interbank Repo Market |
11.00-12.15 SPs03 |
April 25, 2014 | FRIC/Finance Seminar |
Arvind Krishnamurthy, Kellogg School of Management, Northwestern University
A Macroeconomic Framework for Quantifying Systemic Risk |
11.00-12.15 SPs13 (Velux Aud) |
May 15, 2014 | FRIC/Finance Brown Bag Seminar |
Gyuri Venter, Copenhagen Business School
Multiple equilibria in the Grossman-Stiglitz model |
12.00-13.00 D4.20 |
May 23, 2014 | FRIC/Finance Seminar |
CANCELLED: Nicola Gennaioli, Università Bocconi
Finance and the Preservation of Wealth |
11.00-12.15 SP112 |
June 3, 2014 | FRIC/Finance Seminar |
John Campbell, Harvard University
Monetary Policy Drivers of Bond and Equity Risks |
14.45-16.00 SPs03 |
12 June, 2014 | FRIC/Finance Brown Bag Seminar |
Eckard Platen. University of Technology, Sydney
A Benchmark Approach to Quantitative Finance |
12.00-12.45 Augustinus |
13 June, 2014 | FRIC/Finance Seminar |
William Fuchs, Haas School of Business, UC Berkeley
Government Interventions in a Dynamic Market with Adverse Selection |
11.00-12.15 SPs13 (Velux Aud) |
August 7, 2014 | FRIC Brown Bag Seminar |
Anders Trolle, EPFL and Swiss Finance Institute
Linear-Rational Term Structure Models |
12-12.45 Augustinus |
August 11, 2014 | FRIC Brown Bag Seminar |
Jens Christensen, Federal Reserve Bank of San Francisco
A Probability-Based Stress Test of Federal Reserve Assets and Income |
12-12.45 Augustinus |
October 3, 2014 | FRIC/Finance Seminar |
Robert Merton, MIT Sloan
Addressing the Global Challenge of Funding Retirement. The Reverse Mortgage: Core Issues of Design Structure, Marketing, Funding and Valuation |
12-12.45 SPs03 |
October 24, 2014 | FRIC/Finance Seminar |
Laura Veldkamp, Stern School of Business, New York University
Understanding Uncertainty Shocks and the Role of Black Swans
|
11.00-12.15 SPs12 |
November 7, 2014 | FRIC/Finance Seminar |
Hui Chen, MIT Sloan
Demand for Crash Insurance, Intermediary Constraints, and Stock Return Predictability |
11.00-12.15 SP210 |
November 24, 2014 | FRIC Brown Bag Seminar |
Carole Comerton-Forde, University of Melbourne
Dark Trading and Price Discovery |
12.00-12.45 Augustinus |
November 26, 2014 | FRIC Brown Bag Seminar |
Petri Jylha, Imperial College London
Margin Constraints and the Security Market Line |
12.00-12.45 D4.20 |
November 28, 2014 | FRIC/Finance Seminar |
David Thesmar, HEC Paris
Can Unemployment Insurance Spur Entrepreneurial Activity? Evidence From France |
11.00-12.15 SPs12 |
DATE | Type | SEMINAR | TIME |
---|---|---|---|
April 30, 2013 | FRIC/Finance Seminar |
Konstantin Milbradt, MIT Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle |
11.00-12.15 SPs12 |
August 9, 2013 | FRIC Brown Bag Seminar |
Jens Christensen, Federal Reserve Bank of San Francisco Estimating Shadow-Rate Term Structure Models with Near-Zero Yields |
12.00-13.00 Augustinus Fonden Senate Meeting Room |
August 15, 2013 | FRIC Brown Bag Seminar |
Anders Trolle, Ecole Polytechnique Fédérale de Lausanne Liquidity risk in credit default swap markets |
12.00-13.00 Augustinus Fonden Senate Meeting Room |
August 26, 2013 | FRIC Brown Bag Seminar |
Mads Vestergaard Jensen, FRIC, CBS Early Option Exercise: Never Say Never |
12.00-12.45 Augustinus Fonden Senate Meeting Room (D4) |
September 20, 2013 (Monday) |
FRIC/Finance Seminar |
Peter Norman Sørensen, Center for Financial Frictions and Copenhagen University Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal |
11.00-12.15 SP214 |
October 4, 2013 | FRIC/Finance Seminar |
Jennie Bai, Georgetown University Measuring Liquidity Mismatch in the Banking Sector |
11.00-12.15 Augustinus Fonden Senate Meeting Room (D4) |
October 25, 2013 | FRIC/Finance Seminar |
Or Shachar, Federal Reserve Bank of New York Did Liquidity Providers Become Liquidity Seekers? |
11.00-12.15 SP207 |
October 29, 2013 | Brown Bag Seminar |
Jacob Gyntelberg, Principal Economist at BIS (joint with FRIC)
Intraday dynamics of euro area sovereign CDS and bonds
|
12.00-13.00 D4.20 |
November 8, 2013 | FRIC/Finance Seminar |
Péter Kondor, Central European University Liquidity Risk and the Dynamics of Arbitrage Capital (abstract) |
11.00-12.15 SP213 |
November 13, 2013 | Brown Bag Seminar |
Peter Feldhütter, London Business School The Credit Spread Puzzle - Myth or Reality? |
12.00-13.00 D4.20 |
December 12, 2013 | FRIC/Finance Seminar |
Remy Praz, Swiss Finance Institute at EPFL Equilibrium Asset Pricing in the Presence of both Liquid and Illiquid Markets |
11.00-12.15 SP112 |
Date | Seminar | Time |
---|---|---|
September 7, 2012 |
Dirk Hackbarth, College of Business, University of Illinois Granularity of Corporate Debt: Theory and Tests |
11.00-12.15 |
September 27, 2012 |
Ralph Koijen, Booth School of Business, University of Chicago The Cost of Financial Frictions for Life Insurers |
11.00-12.15 |
November 20, 2012 |
Jaewon Choi, College of Business, University of Illinois On the fundamental relation between equity returns and interest rates |
11.00-12.15 |
November 23, 2012 |
Hongjun Yan, Yale School of Management Collateral-Motivated Financial Innovation |
11.00-12.15 |
November 30, 2012 |
Zhiguo He, Booth School of Business, University of Chicago Endogenous Liquidity and Defaultable Bonds |
11.00-12.15 |
December 4, 2012 |
Haoxiang Zhu, MIT Sloan School of Management Ex Post Equilibria in Double Auctions of Divisible Assets |
11.00-12.15 |
For upcoming FRIC seminars, please see FRIC events.
For a full list of all finance seminars, see Department of Finance Seminars
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Contact
Center for Financial Frictions (FRIC)
Copenhagen Business School
Solbjerg Plads 3
2000 Frederiksberg
Email: fric@cbs.dk