Cours/séminaire

Dans le cadre de la Chaire d'excellence sur les pensions, le Pr. Vincent Vandenberghe donnera un séminaire intitulé "Au-delà du relèvement de l’âge de la pension : les barrières à l'emploi âgé en Belgique".

Participation gratuite mais inscription obligatoire.

The Cross-Section of Currency Volatility Premia

Pasquale DELLA CORTE, Imperial College Business School

Time-Varying Lower Bound of Interest Rates in Europe

Jing Cynthia WU, The University of Chicago Booth School of Business

Funding Constrainsts and Market Liquidity in the European Treasury Bond Market

Sophie MOINAS, Toulouse School of Economics

(Joint with Minh Nguyen and Giorgio Valente)

Asymptotic Properties of Approximate Bayesian Computation

Christian ROBERT, Université Paris Dauphine

Joint with David T. Frazier, Gael M. Martin, and Christian P. Robert Judith Rousseau.

Bayesian Estimation and Prediction of High-Dimensional Dynamic Covariance Matrices

Gregor KASTNER, University of Wien

Helyette Geman, University of London

The Myth of the Credit Spread Puzzle

Peter FELDHUTTER, London Business School