Events
Week of Events
[Hosted Events] Hosted events Riabitare l’Italia
Monday Lunch Seminars Nicola Limodio (Bocconi University)
Monday Lunch Seminars Nicola Limodio (Bocconi University)
"Deposit Volatility, Liquidity and Long-Term Investment: Evidence from a Natural Experiment in Pakistan"
Seminars in Politics and Society Karoly Takacs (Corvinus, University of Budapest)
Seminars in Politics and Society Karoly Takacs (Corvinus, University of Budapest)
"Dynamics of Multiplex Networks in Schools" abstract Previous research has looked at the dynamics of social networks mainly in the context of friendship relations. In this seminar, the benefits of studying social network dynamics in multiplex dimensions are illustrated using social network panel data from Hungarian schools. By taking into account positive as well as…
Seminars in Economics Francesco Sangiorgi (Frankfurt School)
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…
Seminars in Economics Marco Casari (University of Bologna)
Seminars in Economics Marco Casari (University of Bologna)
"Carbon is Forever: a Climate Change Experiment on Cooperation"
Seminars in Statistics John Armstrong (King’s College London)
Seminars in Statistics John Armstrong (King’s College London)
Stochastic Differential Equations as Jets We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets…