Finance Seminar Series - Winter term 2005/2006
The seminar takes place every Tuesday from 5:15 p.m. to - 6:30 p.m. in room "Deutsche Bank" in the House of Finance. Paper download (PDF) will be enabled when available.
Organizer: Holger Kraft
Assistant: Sebastian Wagner
We gratefully acknowledge financial support by Alfons und Gertrud Kassel Stiftung and Interessengemeinschaft Frankfurter Kreditinstitute.
Former Seminars:
Date: | Speaker: | Affiliation: | Topic: | ||
1. | 18.Oct | Tarun Ramadorai | University of Oxford | Hedge Funds: Performance, Risk and Capital Formation (with W. Fung, D. Hsieh, and N. Naik) | Abstract | PDF |
2. | 01.Nov | Rafael Repullo | CEMFI | Economic and Regulatory Capital in Banking: What is the Difference? (with A. Elizalde) | Abstract | PDF |
3. | 07.Nov | Randall Kroszner (cancelled) | University of Chicago | Banking Crises, Financial Dependence, and Growth (with L. Laeven and D. Klingebiel) | Abstract | PDF |
4. | 08.Nov | Andrea Buraschi | Imperial College London | Term Structure of Interest Rates Implications of Habit Persistence | Abstract | PDF |
5. | 15.Nov | Jens Tapking | ECB | Horizontal and vertical integration in securities trading and settlement (with J. Yang) | Abstract | PDF |
6. | 22.Nov | Gabriel Lee | Universität Regensburg | Time Varying Uncertainty and the Credit Channel (with V. Dorofeenko and K. Salyer) | Abstract | PDF |
7. | 29.Nov | Alessandro Sbuelz | University of Verona | Assessing Credit with Equity: A CEV Model with Jump to Default (with L. Campi and S. Polbennikov) | Abstract | PDF |
8. | 06.Dec | Evren Örs | HEC Paris | Advertising and Pricing at Multiple-Output Firms: Evidence from U.S. Thrift Institutions (with R. DeYoung) | Abstract | PDF |
9. | 13.Dec | Christian Zehnder | Universität Zürich | Credit Registries, Relationship Banking and Loan Repayment (with M. Brown) | Abstract | PDF |
10. | 20.Dec | Paola Sapienza | Northwestern University | Trusting the Stock Market (with L. Guiso and L. Zingales) | Abstract | PDF |
11. | 10.Jan | Gyöngyi Bugár | University of Pécs | Measuring the Riskiness of Equity Markets in Eastern and Central Europe | Abstract |
12. | 17.Jan | Alan Morrison | University of Oxford | The Demise of Investment-Banking Partnerships: Theory and Evidence (with W. Wilhelm) | Abstract | PDF |
13. | 24.Jan | Urs Birchler | Swiss National Bank | Do Public Signals Create Asset Bubbles? Results from a Beauty Contest Experiment | |
14. | 31.Jan | Helmut Gründl | Humboldt-Universität Berlin | Capital Allocation for Insurance Companies: What Good is it? (with H. Schmeiser) | Abstract | PDF |
15. | 07.Feb | Pascal Maenhout | INSEAD | Option-Implied Correlations and the Price of Correlation Risk (with J. Driessen and G. Vilkov) | Abstract | PDF |