Events
Week of Events
Monday Lunch Seminars Ignacio Monzon (Collegio Carlo Alberto)
Monday Lunch Seminars Ignacio Monzon (Collegio Carlo Alberto)
"Identifying Sorting in Practice" Abstract We propose a novel methodology to detect assortative matching in the labor market using information on workers' mobility, firms' profits, and wages. We estimate the strength of sorting from a ranking of firms alone, built from firm-level profits. We identify the strength of sorting from the fraction of the variance in firm types explained…
Jacopo Carmassi (University LUISS Guido Carli, Research Fellow at CASMEF, Arcelli Center for Monetary and Financial Studies; Fellow of the Wharton Financial Institutions Center)
Jacopo Carmassi (University LUISS Guido Carli, Research Fellow at CASMEF, Arcelli Center for Monetary and Financial Studies; Fellow of the Wharton Financial Institutions Center)
"Corporate Structures, Transparency and Resolvability of G-SIBs" abstract Before the global 2008 financial crisis, most officials appeared not to have anticipated the problems that would need to be addressed if a large cross-border bank should need to be resolved. During and after the financial crisis, this issue surged to the top of the policy agenda. Events made clear…
[Academic Events] Workshop Workshop in Capital Markets: Jacopo Carmassi
[Academic Events] Workshop Workshop in Capital Markets: Jacopo Carmassi
Workshop in Capital Markets: Jacopo Carmassi
Goran Peskir (University of Manchester)
Goran Peskir (University of Manchester)
"Optimal Mean-Variance Portfolio Selection" abstract I will present a dynamic formulation of the mean-variance portfolio selection problem and discuss possible ways of solving it.
Seminars in Politics and Society Robert Hancke (LSE)
Seminars in Politics and Society Robert Hancke (LSE)
"The missing link: Labour unions, central banks and monetary integration in Europe" Abstract This paper examines the problems of the single currency in light of the organization of labour relations in the member-states and their interaction with monetary policies. Continental (western) Europe consists of two very different systems of employment and labour relations, roughly coinciding…
Seminars in Statistics Luca Tardella (University of Rome “La Sapienza”)
Seminars in Statistics Luca Tardella (University of Rome “La Sapienza”)
Flexible behavioral capture-recapture modelling We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large…