Seminar
| Amsterdam | 00:00
Expectations, Liquidity, and Short-term Trading
Xavier Vives (University of Navarra, Spain)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Has Financial Innovation Made the World Riskier? CDS, Regulatory Arbitrage and Systemic Risk
Tanju Yorulmazer (Federal Reserve Bank of New York, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Decentralized Exchange
Semyon Malamud (Swiss Finance Institute, Switzerland)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Network Centrality and the Cross Section of Stock Returns
Kenneth Ahern (University Of California Los Angeles, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Exporting Liquidity: Branch Banking and Financial Integration
Philip Strahan (Carroll School of Management Boston College, United States )
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Firm Volatility in Granular Networks
Stijn van Nieuwerburgh (NYU Stern School of Business, United States)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Insolvency, Illiquidity and the Risk of Default
Sergei Daydenko (Rotman School of Management)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Does stock liquidity affect the incentives to monitor? Evidence from corporate takeovers
Frederik Schlingemann (University of Pittsburgh)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
How University Endowments Respond to Financial Market Shocks: Evidence and Implications
Scott Weisbenner (University of Illinoise)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Do Security Analysts Discipline Credit Rating Agencies?
Marcin Kacperczyk (New York University Stern School of Business)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Housing Collateral and Entrepreneurship
David Thesmar (HEC Paris)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
José Luis Peydro (Pompeu Fabra)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Cancelled
Joel Peress (INSEAD)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Title to be announced
Alexander Guembel (Toulouse School of Economics)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
New evidence on the credit spread puzzle
Peter Feldhütter (London Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
The yield impact of central bank asset purchases: the case of the ECB's Securities Markets
Bernd Schwaab (European Central Bank)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Endogenous Liquidity and Defaultable Bonds
Zhiguo He (University of Chicago)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Trading, profitability, and volatility in a dynamic information network model
Johan Walden (University of California Berkeley)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
The Information and Agency Effects of Scores: Randomized Evidence from Credit Committees
Daniel Paravisini (Columbia Business School)
- TI Finance Research Seminars
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Seminar | Amsterdam | 00:00
Volatility around the clock: Bayesian modeling and forecasting of intraday volatility in the financial crisis
Michael Johannes (Columbia Business School)
- TI Finance Research Seminars