Jian Chen (ICMA)– “Modelling Price and Volatility Jump Clustering by Marked Hawkes Process” – PhD Seminar
Microsoft TeamsAbstract This paper studies clustering behaviours of price and volatility jumps using high-frequency data, modelled using a Marked Hawkes Process embedded in a bivariate jump-diffusion model. Under de-periodisation, we find...Read More >
Petr Parshakov (ROSES)
Title: Job Change and Productivity: The Effect of High Performance Expectations About ROSES: An online series of sport economics seminars, organised by James Reade, Carl Singleton and Adrian Bell, part...Read More >
Macroeconomics and Reality: Where Are We Now?
ZoomProgramme Click here for the full conference programme. Aim of the Conference Macroeconomists are responding to extraordinary challenges. We are learning in real time; adapting and improving existing models, whilst...Read More >
Miguel Fonseca (External Seminar)
Title: Cartel deterrence and manager labor market in US and EU antitrust jurisdictions: theory and experimental data (joint with Ricardo Goncalves, Joana Pinho and Giovanni Tabacco) Abstract: We explore the...Read More >
Ana Sina – “Leveraged Loans, Systemic Risk and Network Interconnectedness” – PhD Seminar
Microsoft TeamsAbstract Especially among those who lived the global financial crisis of 2007-2008, it is likely that few regulators will instinctively be careless about the above pre-crisis level achieved by the...Read More >
Wei-Fong Pan – “The Labour Market Effect of Fiscal Policy Uncertainty” (PhD Seminar)
Microsoft TeamsAbstract This study examines the effect of fiscal policy uncertainty (FPU) on job searches and labour demand in the United States. We first develop search-based job search indices and find...Read More >
Alex Farnell (ROSES)
Title: Special Ones? The Effect of Head Coaches on Football Team Performance About ROSES: An online series of sport economics seminars, organised by James Reade, Carl Singleton and Adrian Bell,...Read More >
Mobolaji Alabi (ICMA) – “The financial impact of Financial Fair Play regulation: Evidence from the English Premier League” – PhD Seminar
Microsoft TeamsAbstract In response to the ailing financial situation of European Football clubs, UEFA introduced Financial Fair Play (FFP) regulation in 2011 to guide clubs towards profitability and sustainability. The existing...Read More >
Sofia Paklina (ROSES)
Title: Referee Bias and International Relations About ROSES: An online series of sport economics seminars, organised by James Reade, Carl Singleton and Adrian Bell, part of the Football Economics Research...Read More >
Anh Nguyen (ICMA) – “The real impact of sovereign rating changes: Sovereign ceiling or crowding out of public debts?” – PhD Seminar
Microsoft TeamsAbstract This paper investigates the impacts of sovereign ratings on domestic corporate investments. Based on a sample of 1757 non-financial firms in 51 countries from 1994 to 2018, we find...Read More >