All Day
2nd CREST – IFAU Workshop – Evaluating Labor Market Policies: Methods and Results
Evaluating Labor Market Policies: Methods and Results 2nd CREST - IFAU Workshop 7-8 May, 2026 - Uppsala, Sweden Keynote Speakers: * Azeem Shaikh, University of Chicago * Magne Mogstad, University of Chicago Scientific Committee: Jonas Cederlöf (IFAU, Uni. Edinburgh), Gerard J. van den Berg (University of Groningen, IFAU), Xavier D’Haultfoeuille (CREST, GENES), Sara Signorelli (CREST, […]
Find out more »10:00 am
Paolo Santucci de Magistris (Luiss, Rome) “Illiquidity at Risk”
Finance-Insurance Time: 10.00 am Date:07th of May 2026 Room 3001 Paolo Santucci de Magistris (Luiss, Rome) "Illiquidity at Risk" Abstract :Market efficiency relies fundamentally on stable liquidity. Consequently, forecasting liquidity dynamics is a priority for both investors and regulators. We introduce a new tail-risk metric, Illiquidity-at-Risk (IlliQaR), designed to quantify the magnitude of extreme liquidity […]
Find out more »11:00 am
Leopoldo Catania (Aarhus University) “: Autoregressive Models with Non-Causal ARCH Volatility””
Finance-Insurance Time: 11.00 am Date:07th of May 2026 Room 3001 Leopoldo Catania (Aarhus University) ": Autoregressive Models with Non-Causal ARCH Volatility" Abstract : This paper introduces a novel non-causal (forward-looking) ARCH specification in which conditional heteroskedasticity depends on leads of the process. When observed in calendar time, this time inversion allows large past shocks to […]
Find out more »