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Events for November 16, 2017

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2:00 pm

Axelle FERRIERE (European University Institute, Florence) – “The Heterogeneous Effects of Government Spending: It’s All About Taxes” with Gaston NAVARRO

November 16, 2:00 pm - 3:30 pm

The Malinvaud-Adres Seminars: Every Thursday at 2:00 pm Time: 2:00 pm – 3:30 pm Date: 16th of November 2017 Place: Room 3001 Axelle FERRIERE (European University Institute, Florence) – “The Heterogeneous Effects of Government Spending: It’s All About Taxes” with Gaston NAVARRO Abstract: How expansionary is government spending? We revisit this classic question by taking […]

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4:15 pm

Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) – “Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models”

November 16, 4:15 pm - 5:15 pm

FINANCIAL ECONOMETRICS SEMINAR Time: 16:15 pm - 17:15 pm Date: 16th of Novembre 2017 Place: Room 3001. Francisco BLASQUES (VU University Amsterdam Tinbergen Institute) - "Transformed Polynomials for Semi-Nonparametric Conditional Volatility Models". Abstract: This paper proposes a new flexible semi-nonparametric model for filtering unobserved time-varying conditional volatilities. We update the conditional volatilities using a class […]

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5:30 pm

Elise GOURIER (Queen Mary University of London) – “Inferring Volatility Dynamics and Risk Premia From the S&P 500 and VIX Markets”

November 16, 5:30 pm - 6:30 pm

FINANCIAL ECONOMETRICS SEMINAR Time: 17:30 pm - 18:30 pm Date: 16th of Novembre 2017 Place: Room 3001. Elise GOURIER (Queen Mary University of London) - ""Inferring Volatility Dynamics and Risk Premia From the S&P 500 and VIX Markets". Abstract: This paper shows that the VIX market contains information on the variance of the S&P 500 […]

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