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Shadow Insurance (1)

Ralph Koijen (London Business School)

IDEI, February 24, 2014, 12:30–14:00, room MF 323

Liabilities ceded by life insurers to shadow reinsurers (i.e., affiliated and less regulated off-balance-sheet entities) grew from $11 billion in 2002 to $364 billion in 2012. Companies using shadow insurance, which capture half of the market share, ceded 25 cents of every dollar insured to shadow...

The Euro interbank repo market (1)

Angelo Ranaldo (University of St. Gallen)

January 30, 2014

Drifts, Volatilities and Impulse Responses over the Last Century (1)

Amir Pooyan (Goethe Universität Frankfurt)

January 21, 2014, 11:30–12:30, room B230

External Constraints and Endogenous Growth (1)

Miguel Leon-Ledesma (University of Kent)

January 14, 2014, 11:30–12:30, room B230

SCOR and IDEI Conference on Extreme Events and Uncertainty in Insurance and Finance (1)

Siège social SCOR, Paris, January 10, 2014

Bank liquidity, transparency, and regulation (1)

Siège de la Banque de France, Paris, December 20, 2013

Dynamic Equilibrium with Rare Disasters and Heterogeneous Epstein-Zin Investors (1)

Georgy Chabakauri (London School of Economics)

TSE, December 16, 2013, 12:30–14:00, room MF 323

We consider a general equilibrium Lucas (1978) economy with one consumption good and two heterogeneous Epstein-Zin investors. The output is subject to rare disasters or, more generally, can have non-lognormal distribution with higher cumulants. We demonstrate that the heterogeneity in preferences...

Speculation, Risk Premia and Expectations in the Yield Curve (1)

Kristoffer Nimark (CREI, Universitat Pompeu Fabra)

December 16, 2013, 11:30–12:30, room Salle 3

Monetary Policy Surprises, Credit Costs and Economic Activity (1)

Peter Karadi (ECB)

December 13, 2013, 11:00–13:00, room B 230

Impact d'une taxe sur les transactions financières (1)

Paris, France, December 10, 2013

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