10:30 am
Christian GOURIEROUX (Univ. of Toronto, TSE, and CREST) “Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood”
The Financial Econometrics Seminar: Time: 10:30 pm Date: 15th of December 2022 Room 3001 Christian GOURIEROUX (Univ. of Toronto, TSE, and CREST) "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood" Abstract : This paper considers nonlinear dynamic models where the main parame-ter of interest is a nonnegative matrix characterizing the network (contagion) effects. This […]
Find out more »11:30 am
Guillaume ROUSSELLET (Mcgill University) “What do Bond Investors Learn from Macroeconomic News?
The Financial Econometrics Seminar: Time: 11:30 pm Date: 15th of December 2022 Room 3001 Guillaume ROUSSELLET (Mcgill University) "What do Bond Investors Learn from Macroeconomic News?" Abstract : Macroeconomic data releases drive US bond yields primarily through the term premium instead of the expectation channel. The evidence exploits a monthly specification for yields embedding the […]
Find out more »12:00 pm
Gundula ZOCH (University of Oldenburg) « Motherhood penalties in job tasks ? Longitudinal evidence from Germany »
Sociology Seminar: Thursdays Time: 12:00 pm - 1:15 pm - Date: 15th of December 2022 Place: ZOOM - https://zoom.us/j/96643235231?pwd=WHVUTVNTR2hKL0FtNWxhNU1Bc2xZdz09 Gundula ZOCH (University of Oldenburg & LIfBi – Leibniz Institute for Educational Trajectories) « Motherhood penalties in job tasks ? Longitudinal evidence from Germany » Abstract : Women with children tend to earn less, have lower […]
Find out more »