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IDEI CENTRE DE RECHERCHE PARTENARIALE
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Signaling Effects of Monetary Policy (1)

Leonardo Melosi (Chicago FED)

13 mai 2014

Economies of scope in wholesale banking (1)

Ron Anderson (LSE)

12 mai 2014

Nonlinearities in Sovereign Risk Pricing the Role of CDS Index Contracts (1)

Anne-Laure Delatte (Sciences-Po) et Richard Portes (LBS)

5 mai 2014

Cheap but flighty (1)

Enrico Perotti (University of Amsterdam)

29 avril 2014

Fiscal foundations of inflation: imperfect knowledge (1)

Stefano Eusepi (NY Fed)

22 avril 2014

The Decline of the U.S. Labor Share (1)

Aysegul Sahin (NY Fed)

18 avril 2014

Dealer Networks (1)

Norman Schürhoff (HEC Lausanne)

TSE, 14 avril 2014, 12h30–14h00, salle MF 323

Dealers mitigate search frictions in over-the-counter markets by forming trading networks. The MSRB Transaction Reporting System audit trail shows the dealership network in municipal bonds is sparse and has a tiered core-periphery structure. Bonds are intermediated in chains in which central...

Systemic Risk in Europe (1)

Eric Jondeau (HEC Lausanne)

11 avril 2014

Count Models of Social Networks in Finance (1)

Harrison Hong (Princeton University)

IDEI, 7 avril 2014, 12h30–14h00, salle MF 321

We use overdispersed Poisson regression models to study social networks in finance. We count an investor's social connections in different cities as proportional to the number of stocks held by this investor that are headquartered in those cities. When connections are formed in an i.i.d. manner,...

The effects of government spending: Quasi-experimental evidence from Brazil (1)

Paolo Surico (LBS)

1 avril 2014

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