Finance
Finance
Monday Lunch Seminars Stefano Colonnello (IWH)
"Effectiveness and (In)Efficiencies of Compensation Regulation: Evidence from the EU Banker Bonus Cap" joint with LTI@UNITO
Seminars in Economics Geert Rouwenhorst (Yale School of Management)
"A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets"
[Academic Events] LTI@UniTO Seminars in Finance LTI Press Conference
Invito Stampa Sole 24 ore TorinOggi Comunicato stampa
Monday Lunch Seminars Nicolas Groshenny (University of Adelaide)
"Do we really know that US monetary policy was destabilizing in the 1970s?"
Monday Lunch Seminars Nicola Borri (LUISS)
"Limited Participation and Local Currency Sovereign Debt" Abstract Emerging country governments increasingly issue bonds denominated in local currency and the share of this market held by foreign investors, once negligible, has been progressively growing. This paper presents a model of segmented markets, in which specialized foreign investors can access multiple local markets only after paying an…
Collegio Aperto Stephen Zeldes (Columbia University)
"Enhancing Retirement Security" Introduction by Giovanna Nicodano (Collegio Carlo Alberto, Universtà di Torino) A simultaneous translation service will be available. Please confirm your participation at https://collegioaperto22maggio.eventbrite.it An initiative of the Master in Finance Insurance and Risk Management More information at 011-6705000 collegioaperto@carloalberto.org Video
Seminars in Economics Gustavo Manso (Haas School of Business, University of California at Berkeley)
"Shareholder Litigation and Corporate Innovation"
Monday Lunch Seminars Stephen Zeldes (Columbia GSB)
"Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?"
[Academic Events] LTI@UniTO Seminars in Finance Gli investimenti fisici alternativi
Gacomo Andreoli, Il Mercato dell’Oro Marcello Manna, Il Mercato dei Diamanti Filippo Bolaffi, Il Mercato dei Collectibles Venue: Ersel, Torino, Piazza Solferino 11
Occasional Seminars LTI: “Advanced Risk and Portfolio Management”
Dr. Attilio Meucci (founder of ARPM) at ESOMAS – Università di Torino
Seminars in Economics Federico Ravenna (The Central Bank of Denmark)
"Everyday Reference Prices and Nominal Rigidities"
Monday Lunch Seminars Filippo De Marco (Bocconi)
"Banks as Patient Lenders: Evidence from a Tax Reform" Abstract We test whether the composition of bank funding, and the share of deposit funding in particular, affects bank risk-taking and loan maturity. For identification, we exploit a tax reform in Italy that created incentives for households to hold deposits rather than bank bonds. Using geographically…
Job Market Seminars Jules Tinang (Toulouse School of Economics)
"Macro Uncertainty and the Term Structure of Risk Premium" abstract Abstract:Leading frictionless consumption-based asset pricing models (Long run risks and Habit formation) predict that the expected return on assets whose cash flows appear in the distant future are higher than or equal to the expected returns on assets which pay-off in the near future. Contrary…
Job Market Seminars Elisabeth Proehl (Université de Geneve)
"Approximating Equilibria with Ex-Post Heterogeneity and Aggregate Risk" Job Market paper abstract Dynamic stochastic general equilibrium models with ex-post heterogeneity due to idiosyncratic risk have to be solved numerically. This is a nontrivial task as the cross-sectional distribution of endogenous variables becomes an element of the state space due to aggregate risk. Existing global solution…
Job Market Seminars Giovanni Nicolò (UCLA)
"Monetary Policy, Expectations and Business Cycles in the U.S. Post-War Period" Job Market Paper Abstract This paper examines the interactions between monetary policy and the formation of expectations to explain U.S. business cycle fluctuations in the post-war period. I estimate a conventional medium-scale New-Keynesian model, in which I relax the assumption that the central pursued…
Seminars in Economics Francesco Sangiorgi (Frankfurt School)
"Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage" Abstract Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on liquidity? Using a stochastic dynamic model of equilibrium pricing with privately informed capital-constrained arbitrageurs, we show that arbitrage capital may actually flow…