Finance Seminar Series

Full Workshop Programme

Coordinator: Agatha Murgoci, E-mail: agatha.murgoci@econ.au.dk

Seminars take place in building 2630 (K), room 101, at 2:15-3:15 pm unless stated otherwise.

Thu 26 Apr
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Finance Seminar: Mardi Dungey, University of Tasmania
Title: Signed spillover effects building on historical decompositions
Thu 03 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Albert Menkveld, VU University Amsterdam
Title: A Network Map of Information Percolation
Wed 09 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Tim Bollerslev, Duke University
Title: Realized SemiCovariances: Looking for Signs of Direction Inside the Covariance Matrix
Tue 15 May
11:00-12:00 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Marcelo C. Medeiros, Pontifical Catholic University of Rio de Janeiro
Title: TBA
Thu 17 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Finance Seminar: Magnus Dahlquist, Stockholm School of Economics
Title: The Missing Risk Premium in Exchange Rates
Thu 24 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Finance Seminar: Christian Wagner, Copenhagen Business School
Title: Does central bank tone move asset prices?
Fri 25 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Christian Brownlees, Pompeu Fabra University
Title: Detecting Granular Time Series in Large Panels
Thu 31 May
10:15-11:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2632(L), room 242
Joint Economics-Finance Seminar: Annette Vissing-Jørgensen, Haas School of Business, Berkeley
Title: The Economics of the Fed Put
Thu 31 May
14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101
Joint Econometrics-Finance Seminar: Damir Filipovic, EPFL and Swiss Finance Institute
Title: On the Relation between Linearity-Generating Processes and Linear-Rational Models