Calendar of Events
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Jian Chen (ICMA)– “Modelling Price and Volatility Jump Clustering by Marked Hawkes Process” – PhD Seminar
Jian Chen (ICMA)– “Modelling Price and Volatility Jump Clustering by Marked Hawkes Process” – PhD Seminar
Abstract 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 >
1 event,
Petr Parshakov (ROSES)
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 >
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Macroeconomics and Reality: Where Are We Now?
Programme 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 >
1 event,
Miguel Fonseca (External Seminar)
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 >
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Ana Sina – “Leveraged Loans, Systemic Risk and Network Interconnectedness” – PhD Seminar
Ana Sina – “Leveraged Loans, Systemic Risk and Network Interconnectedness” – PhD Seminar
Abstract 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)
Wei-Fong Pan – “The Labour Market Effect of Fiscal Policy Uncertainty” (PhD Seminar)
Abstract 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 >
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Alex Farnell (ROSES)
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 >
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