Belgrade Economics and Finance Research Seminar

• 13 December 2019 (Faculty of Economics in Belgrade, Professors’ hall) 
  Francesko Nava, London School of Economics and Political Science
  Topic: “Differentiated Durable Goods: Monopoly & Competition”
• 21 June 2019 (Faculty of Economics in Belgrade, Professors’ hall)
  Dalibor Stevanović, Université du Québec à Montréal
  Topic: “How Is Machine Learning Useful for Macroeconomic Forecasting” | Working paper
• 28 May 2019 (Faculty of Economics in Belgrade, Professors’ hall)
  Hans Jarle Kind, Norwegian School of Economics
  Topic: “Personalized pricing disables rivals from softening competition” | Invitation | Working paper
• 24 April 2019
  Maruška Vizek, Ekonomski institut , Zagreb
  Topic: “Fiscal devaluations: Evidence using bilateral trade balance data” | Presentation
• 22 March 2019
  Georgios Georgiadis, European Central Bank
  Topic: “Monetary policy spillovers, capital controls and exchange rate flexibility and the financial channel of exchange rates” | Presentation
• 1 March 2019 (Faculty of Economics in Belgrade, Professors’ hall)
  Ana Obiševa, New Economic School, Moscow
  Topic: "Dimensional Analysis, Leverage Neutrality, and Market Microstructure Invariance" | Working paper
• 22 February 2019
  Martin Brown, University of St Gallen
  Topic: “Banking crises, bail-ins and money holdings” | Working paper
• 8 February 2019 (Faculty of Economics in Belgrade, Professors’ hall)
  Vyacheslav Gorovoy, New Economic School, Moscow
  Topic: “Interest rate modelling under conditions of near-zero interest rates” | Working paper

23 November 2018
Theocharis Grigoriadis, Free University of Berlin, School of Business & Economics
Topic: “Conflict & Empire: Evidence from the Breakup of Livonian Confederation” | Working paper

31 October 2018
Simeon Djankov, Director of the WDR 2019
Topic: “World Development Report: The Changing Nature of Work”
World Development Report 2019 (The World Bank) | Presentation

22 June 2018
Assaf Razin, Cornell University, USA and Tel Aviv University, Israel
Topic: “Financial Globalization and the Welfare State”

13 June 2018
Martin Summer, Central bank of Austria
Topic: "Systematic and Systemic Stress Tests"

25 May 2018
Kamil Yilmaz, Koc University, Turkey
Topic: “Input-Output Networks and Producer Price Inflation Connectedness“

15 December 2017
Nikola Gradojevic, University of Guelph, Canada
Topic: "Informativeness of trade size in foreign exchange markets"

17 November 2017
Urszula Szczerbowicz, Banque de France
Topic: "Corporate Debt Structure and Unconventional Monetary Policy in the United States"

10 November 2017
Geert Mesters, Universitat Pompeu Fabra & Barcelona GSE
Topic: "Detecting Granular Time Series in Large Panels"

20 October 2017
Kamil Yilmaz, Koc University, Turkey

22 September 2017
Martin Feldkircher, Austrian National Bank
Topic: "US Monetary Policy in a Globalized World" | Presentation

23 June 2017
Serafeim Tsoukas, University of Glasgow
Topic: "Bank funding shocks and firm performance: New evidence from the sovereign debt crisis"

12 June 2017
Luca Gelsomini, ICEF, HSE, Moscow
Topic: "The Quoted Spread of a Monopolist Informed Intermediary"

9 June 2017
Laurent Weill, University of Strasbourg
Topic: "Trust in Banks"

5 May 2017
Adam Gersl, Joint Vienna Institute
Topic: "Credit-Based Early Warning Indicators of Banking Crises in Emerging Markets"

28 April 2017
Zuzana Fungacova, Bank of Finland
Topic: "Does Bank Competition Reduce Cost of Credit? Cross-country Evidence from Europe"

21 април 2017
Avi Wohl, Tel Aviv University
Topic: "Corporate Bond Trading on a Limit Order Book Exchange"

31 March 2017
Günter Strobl, Frankfurt School of Finance and Management
Topic: "Credit Ratings: Strategic Issuer Disclosure and Optimal Screening"

2 December 2016
Guglielmo Maria Caporale, Brunel University
Topic: "Macro News and Bond Yield Spreads in the Euro Area"

25 November 2016
Carsten Schröder, DIW and Free University Berlin
Topic: "Revisiting the Evidence for a Cardinal Treatment of Ordinal Variables"

14 November 2016
Ranko Jelic, University of Sussex
Topic: "Time Varying Factors in the Performance of European Corporate Bonds"

4 November 2016
Torben Andersen, Aarhus University
Topic: "The big trade-off between efficiency and equity - is it there?"

28 October 2016
Alessandro Barattieri, Collegio Carlo Alberto
Topic: "Banks Interconnectivity and Leverage"

21 October 2016
Joscha Beckmann, University of Antwerp
Topic: "Analyzing Disagreement and Exchange Rate Predictability Using Time-Varying VAR-X Models"

13 June 2016
Sergey Gelman, Higher School of Economics, Moscow
Topic: "Firm-specific uncertainty around earnings announcements and the cross-section of stock returns"

20 May 2016
Fernando Broner, CREI - Universitat Pompeu Fabra, Barcelona, Spain
Topic: "Rethinking the Effects of Financial Globalization"

6 May 2016
Tomasz Michalski, HEC Paris, France
Topic: “Financial Integration and Growth: Banks' Previous Industry Exposure Matters”

26 February 2016
Jan-Egbert Sturm, ETH Zurich, Switzerland
Topic: "Finance and income inequality revisited"

20 November 2015
Ugo Panizza, Graduate Institute Geneva
Topic: "The second wave of global liquidity: Why are firms acting like
financial intermediaries?"

13 November 2015
Frank Westermann, Osnabrueck University
Topic: “China’s Capital Flight: Pre- and Post-Crisis Experiences”

6 November 2015
Xin Zhang, Sveriges Riksbank
Topic: "Default exposure to downside risks and the cross-section of expected returns"

23 October 2015
Michael Landesmann, Vienna Institute for International Economic Studies (WIIW)
Topic: "Dealing with Structural External Imbalances"

9 October 2015
Simone Manganelli, ECB
Topic: "Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area"

19 June 2015
Tommaso Monacelli, Bocconi University, Milano, Italy
Topic: "Understanding the Gains from Wage Flexibility: the Exchange Rate connection" | Presentation

5 June 2015
Christian Laux, WU University, Vienna
Topic: "Procyclicality of US Bank Leverage"

25 May 2015
Dalibor Stevanovic, University of Quebec, Montreal, Canada
Topic: "Forecasting economic activity in data-rich environment: The case of a small open economy"

8 May 2015
Hans-Werner Sinn, CESIfo Institute and Univesity of Munich, Germany
Topic: "The Euro Crisis"

24 April 2015
Gerhard Illing, Ludwig-Maximilian University of Munich, Germany
Topic: "Forward Guidance at the Zero Lower Bound in a Model of Price-Level Targeting" | Presentation

17 April 2015
Alexander Popov, European Central Bankа
Topic: "Sovereign Stress, Unconventional Monetary Policy, and SME Access to Finance"

13 March 2015
Dirk Niepelt, University of Bern and Gerzensee Center, Switzerland
Topic: “Austerity” | Presentation

27 February 2015
Luca Sala, Bocconi University, Milano, Italy
Topic: "Noisy News in Business Cycles"

19 December 2014
Paolo Pinotti, University Bocconi, Milano, Italy
Topic: "The Economic Costs of Organized Crime: Evidence from Southern Italy"

21 November 2014
Guglielmo Caporale, Brunnel University, UK
Topic: "Fiscal Spillovers in the Euro Area"

10 October 2014
Marco Pagano, University Naples I, Italy
Topic: "Advertising Arbitrage"

3 October 2014
Javier Ordonez, Universidad Jaume I, Spain
Topic: "Real Unit Labour Costs in Eurozone Countries: Drivers and Clusters"

5 September 2014
Michael Wickens, University of York, UK
Topic: "Sovereign credit ratings in the European Union: a model based fiscal analysis" | Presentation

4 July 2014
Stephen Broadberry, London School of Economics, UK
Topic: "The BRICs: what does economic history say about their growth prospects" | Presentation

6 June 2014
Rajnish Mehra, Luxembourg School of Finance, Luxembourg
Topic: "Macroeconomic Determinants of Financial Predictability"

2 June 2014
Slobodan Djajic, Graduate Institute, Geneva, Switzerland
Topic: "International Migration of Skilled Workers with Endogenous Policies"

30 May 2014
Thomas Noe, Said Business School, Oxford University, UK
Topic: "Blood and Money: Kin altruism, governance, and inheritance in the family firm"

23 May 2014
Magnus Dahlquist, Stockholm School of Economics, Sweden
Topic: "On the Design of a Default Pension Fund"

16 May 2014
Barbara Rossi, University Pompeu Fabra and CREI, Spain
Topic: "Are Central Banks' and Private Sector's Forecasts Rational? Empirical Evidence Based on New Forecast Optimality Tests in the Presence of Instability"

9 May 2014
Michel Habib, Swiss Finance Institute and University of Zurich, Switzerland
Topic: "Sovereign Debt Sustainability in Advanced Economies" | Presentation

28 April 2014
Assaf Razin, Tel Aviv University, Israel and Cornell University, USA
Topic: "Liquidity Crises, Currency Crises, and the Euro Crises: Analytical View" | Presentation

25 April 2014
Vicente Cunat, London School of Economics, UK
Topic: "Within-Bank Transmission of Real Estate Shocks"

7 March 2014
Martin Summer, Austrian Central Bank
Topic: "Endogenous Leverage and Asset Pricing in Double Auctions"

21 Februaryр 2014
Norman Schürhoff, HEC Lausanne, Switzerland
Topic: "Dealer Networks: Market Quality in Over-The-Counter Markets"

7 February 2014
Pavle Petrović, University of Belgrade and Fiscal Council of Serbia
Topic: "Fiscal Multipliers in Emerging European Economies"

29 November 2013
Ranko Jelić, University of Birmingham, UK
Topic: "European Asset Swap Spreads and the Credit Crisis"

15 November 2013
Leonardo Gambacorta, Bank for International Settlements (BIS), Switzerland
Topic: “Monetary policy in a downturn: Are financial crises special?”

11 October 2013
Rafael Wouters, National Bank of Belgium
Topic: "Endogenous Risk in a DSGE Model with Capital-constrained Financial Intermediaries"

27 September 2013
Wouter den Haan, London School of Economics, UK
Topic: ”Inventories and the Role of Goods-Market Frictions for Business Cycles”

20 September 2013
Roberto Pancrazi, University of Warwick, UK | Presentation
Topic: "Debt Habits, Private Lending and Sovereign Risk"

13 September 2013
Walter Distaso, Imperial College, London, UK
Topic: "Conditional alphas and realized betas"

23 August 2013
Paul Schweinzer, University of York, UK
Topic: "Consuming your way to efficiency: public goods provision through non-distortionary tax lotteries"

23 August 2013
Paul Schweinzer, University of York, UK
Topic: "Consuming your way to efficiency: public goods provision through non-distortionary tax lotteries" | Presentation

5 July 2013
Срђан Стојановић, University of Cincinnati, USA
Topic: “Neutral and Indifference Portfolio Pricing, Hedging and Investing”

2 July 2013
Viral Acharya, Stern School of Business, New York University, USA
Topic: "Measuring and Managing Global Systemic Risk" | Website

20 June 2013
Boyan Jovanovic, New York University, USA
Topic: ”Extensive and Intensive Investment over the Business Cycle”

7 June 2013
Refet Gürkaynak, Bilkent University, Turkey
Topic: "Judging the DSGE Model by Its Forecast"

31 May 2013
Pasquale Della Corte, Imperial College London, UK
Topic: ”Volatility Risk Premia and Exchange Rate Predictability”

10 May 2013
Jose Penalva, Universidad Carlos III, Spain
Topic: "Loanable Funds with Intermediaries under Central Bank Supervision"

5 April 2013
Geert Persman, Ghent University, Belgium
Topic: "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis"

29 March 2013
Levent Kockesen, Koc University, UK
Topic: "Renegotiation/Proof Third-Party Contracts under Asymmetric Information" | Presentation

15 March 2013
Alexei Bulatov, ICEF, Higher School of Economics, Russian Federation
Topic: "Uniqueness of Equilibrium in the Single-Period Kyle (1985) Model"

1 March 2013
Francesca Cornelli, London Business School, UK
Topic: "CEO Turnover in LBOs: The Role of Boards" | Presentation

22 February 2013
Artashes Karapetyan, Norges Bank
Topic: "Information Sharing and Information Acquisition in Credit Markets" | Presentation

8 February 2013
Pavle Petrović, Faculty of Economics, Belgrade
Topic: "Monetary Policy Rule in Emerging Europe: a Discrete Choice Approach"

1 February 2013
Thomas Gehrig, University of Vienna, Austria
Topic: "Loan Sales and Screening Incentives"

25 јануар 2013
Jakša Cvitanić, EDHEC Business School, France and California Institute of Technology, USA
Topic: "Competition in Portfolio Management: Theory and Experiment" | Presentation

11 јануар 2013
Bruce Boghosian, American University of Armenia
Topic: "Asset exchange models with inflation and taxation"

18 јануар 2013
Bart Taub, University of Durham, UK
Topic: "Inconspicuousness and obfuscation: How large shareholders dynamically manipulate output and information for trading purposes"

14 December 2012
Christian Haefke, IAS, Austria
Topic: "Labor Market Participation and Labor Supply Elasticities

4 December 2012
Antonio Cabrales, Univesidad Carlos III, Spain
Topic: "Risk-sharing and contagion in networks" | Presentation

23 November 2012
Frank Smets, European Central Bank
Topic: "Booms and Systemic Banking Crises"

16 November 2012
Joel Peress, INSEAD, France
Topic: "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes"

7 November 2012
Pierpaolo Benigno, Luiss University, Rome, Italy
Topic: "Monetary Policy, Doubts and Asset Prices" | Presentation

2 November 2012
Cedric Tille, Graduate Institute, Geneva, Switzerland
Topic: "A bargaining theory of trade invoicing"

26 October 2012
Vladimir Sokolov, ICEF, Higher School of Economics
Topic: "Tracing the Impact of Central Bank Liquidity Infusions on Financially Constrained Banks: Evidence from a Natural Experiment" | Presentation

19 October 2012
Massimiliano Marcelino, European University Institute, Florenze, Italy
Topic: "Structural Analysis with Classical and Bayesian Large Reduced Rank VARs" | Presentation

5 October 2012
Charles Goodhart, London School of Economics, UK
Topic: "The Euro-Crisis: Past, Present and Future" | Презентација

28 September 2012
Suleyman Basak, London Business School and CEPR, UK
Topic: "Asset Prices and Institutional Investors”

21 September 2012
Michael Funke, Univerity of Hamburg, Germany
Topic: "The Signalling Channel of Central Bank Interventions: Modelling the Yen /US Dollar Exchange Rate" | Presentation

19 September 2012
Indermit Gill, World Bank
Topic: "Serbia: A Little More Austerity, A Lot More Growth"

14 September 2012
Dennis Kristensen, University College, London, UK
Topic: "Robust inference in asset pricing models under structural instability”

10 September 2012
Franco Bruni, Bocconi University, Milano, Italy
Topic: "Curing and preventing euroarea's sovereign debt crises: some isues and a recipe"

12 July 2012
Dimitrios Tsomocos, Said Business School, Oxford University, UK
Topic: "Financial Regulation in General Equilibrium” | Presentation

6 July 2012
Siem Jan Koopman, Vrije University Amsterdam, Netherlands
Topic: "Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk" | Презентација

29 June 2012
Branko Urosevic, Faculty of Economics, Belgrade and NBS
Topic: "A Signaling Model of University Selection"

8 June 2012
Kevin Sheedy, London School of Economics, UK
Topic: "Debt and Risk Sharing in Incomplete Financial Markets: A Case for Nominal GDP Targeting"

1 June 2012
Gianluca Benigno, London School of Economics, UK
Topic: "Reserve Accumulation, Growth and Financial Crisis” | Presentation

31 May 2012
Julia Kiraly (Deputy-Governor, National Bank of Hungary)
Topic: "Macroprudential and monetary policy dilemmas in a small open economy” | Presentation

25 May 2012
Gerhard Illing, University of Munich, Germany
Topic: "Interest rate trap – the role of money"

18 May 2012
Jon Danielsson, London School of Economics, UK
Topic: "Systemic Risk: Models and Policy" | Presentation

11 May 2012
Маtthias Morys, University of York, UK
Topic: "Business cycles in South-East Europe 1870-2000: A Bayesian Dynamic Factor Model"

4 May 2012
Christian Julliard, London School of Economics, UK
Topic: "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity"

27 April 2012
Марија Вукотић, Banque de France
Topic: "TFP Persistence and Monetary Policy" | Presentation

20 April 2012
Seppo Honkapohja, Bank of Finland
Topic: "Learning as a Rational Foundation for Macroeconomics and Finance"

6 April 2012
Juan Pedro Gomez, Instituto di Empressa Business School, Madrid, Spain
Topic: "Portfolio Manager Compensation in the U. S. Mutual Fund Industry" | Presentation

30 March 2012
Luciana Juvenal, FED St. Louis, USA
Topic: "Trade and Synchronization in a Multi – Country Economy"

9 March 2012
Iftekhar Hasan, Fordham University, NY, USA
Topic: "Financial Contracting: Banks versus Banks"

2 March 2012
Altin Tanku, Bank of Albania
Topic: "The Role of Budget Constrains in the Theory of Rational Expectations, A Framework for Modeling and Discussing Financial Stability" | Presentation

24 February 2012
Richild Moessner, BIS
Topic: "Banking Crises and the International Monetary System in the Great Depression and Now"

10 February 2012
Boris Vujčić, Croatian National Bank (Deputy Governor, CNB)
Topic: "Emerging markets during the crisis: why this time was different?" | Presentation

3 February 2012
Francesco Furlanetto, Norges Bank
Topic: "Matching Efficiency and Business Cycle Fluctuations" | Presentation

30 January 2012
Michael Ehrmann, European Central Bank
Topic: "Global Crises and Equity Market Contagion"

27 January 2012
Dušan Isakov, University of Fribourg, Switzerland
Topic: "Technical Analysis with a Long Term Perspective" | Presentation

20 January 2012
Marius Jurgilas, Norges Bank, Oslo, Norway
Topic: "Liquidity-Saving Mechanisms in Collateral-Based RTGS Payment Systems" | Presentation

11 November 2011
Giovanna Nicodano, Collegio Carlo Alberto - University of Torino i European Corporate Governance Institute
Topic: "Intercorporate guarantees, leverage and taxes" | Presentation

4 November 2011
Jin Cao, Norges Bank
Тема: “Interest rate trap”, or: Why does the central bank keep the policy rate too low for too long time??" | Presentation

31 October 2011
Marco Da Rinn, Tilburg University, Netherlands and Bocconi University, Italy
Topic: "The Benefits of Size for Private Equity Investors"

21 October 2011
Alex Stomper, University of Vienna, Austrija and Massachusetts Institute of Technology (MIT), USA
Topic: "The Politics of Related Lending"

14 October 2011
Lucio Sarno, Cass Business School, City University London, UK
Topic: "Currency Momentum Strategies" | Presentation

7 October 2011
Santiago Carbo-Valverde, University of Granada, Spain and Federal Reserve Bank of Chicago, USA
Topic: "Regulating Two-Sided Markets: An Empirical Investigation" | Presentation

30 September 2011
Denis Gromb, INSEAD, France
Topic: "Financially Constrained Arbitrage and Cross-Market Contagion" | Presentation

23 September 2011
Michael Reiter, Vienna Institute for Advanced Studies, Austria
Topic: "Lumpy Investment and State-Dependent Pricing in General Equilibrium"

16 September 2011
Valentina Corradi - University of Warwick, UK
Topic: "Testing the Degree of Commitment via Set-Identification" | Presentation

9 September 2011
Stefan Schmitz iz Oesterreichische Nationalbank
Topic: "Structure and Stability in Payment Networks" | Presentation

2 September 2011
Kasper Roszbach - Sveriges Riksbank и University of Groningen, Netherlands
Topic: "Credit Ratings and Bank Monitoring Ability"

19 August 2011
Mathias Trabandt, Sveriges Riksbank
Topic: "Involuntary Unemployment and the Business Cycle”

8 July 2011
Charles Engel,University of Wisconsin - Madison, USA
Topic: "The Real Exchange Rate, Real Interest Rates, and the Risk Premium" | Presentation

1 July 2011
Diego Garcia, Kenan-Flager Business School, University of North Carolina, Chapel Hill, USA
Topic: "Journalsts and the stock market, sentiments and recessions" - [1], [2] | Presentation

17 June 2011
Carsten Sprenger, The International College of Economics and Finance (ICEF), Moscow, Russia
Topic: "Regional House Price Dynamics in Russia" | Presentation

10 June 2011
Bertrand Candelon, Maastricht University, School of Business and Economics, Netherlands
Topic: "Modeling financial crises mutation" | Presentation

3 June 2011
Bernard Dumas, INSEAD, France
Topic: "Incomplete-Market Equilibria Solved Recursively on an Event Tree" | Presentation

27 May 2011
Lucrezia Reichlin, London Business School, UK
Topic: "Nowcasting"

13 May 2011
Jagjit Chadha, University of Kent, School of Economics, UK
Topic: "Non-standard monetary policy in DSGE models" - Discussion Papers [1], [2] | Presentation

6 May 2011
Francesco Ravazzolo, Norges Bank
Topic: "Forecast Densities for Economic Aggregates from Disaggregate Ensembles" | Presentation

8 April 2011
Franziska Schobert, Deutsche Bundesbank
Topic: "Inflation Targeting by Debtor Central Banks in Emerging Market Economies“ | Presentation

1 April 2011
Jordi Galí, Centre de Recerca en Economia Internacional (CREI), Spain
Topic: „Unemployment Fluctuations and Stabilization Policies: A New Keynesian Perspective“ | Presentation

25 March 2011
Jean Imbs, Ecole d'économie de Paris, France
Topic: "Elasticity Optimism“ | Presentation

11 March 2011
Fabrizio Zilibotti, University of Zurich, Switzerland
Topic: "Growing Like China“ | Presentation

25 February 2011
Mirko Đukić, National Bank of Serbia
Topic: "Medium-term projection model of the National Bank of Serbia" | Presentation

17 February 2011
Yildiray Yildirim, Syracuse University - Martin J. Whitman School of Management
Topic: "Government Policies, Residential Mortgage Defaults, and the Boom and Bust Cycle of Housing" | Presentation

21 јануар 2011
Samuel Reynard, Swiss National Bank (SNB)
Topic: "Maintaining low inflation: Money, interest rates, and policy stance“ | Presentation

17 December 2010
Miloš Božović, Center for Investments and Finance, Belgrade
Topic: "An efficient method for market risk management under multivariate extreme value theory approach“ | Presentation

10 December 2010
Gianluigi Ferrucci, European Central Bank
Topic: "Food price pass-through in the euro area: the role of asymmetries and non-linearities" | Presentation

3 December 2010
Maxim Nikitin, The International College of Economics and Finance (ICEF), Moscow, Russia
Topic: "Double Contagion: The Impact of Globalization and Exchange Rate Regime on Financial Fragility" | Presentation

12 November 2010
Alexander Popov, European Central Bank
Topic: "Cross-Border Banking and the International Transmission of Financial Distress during the Crisis of 2007-08" | Presentation

5 November 2010
Petra Gerlach-Kristen , Bank for International Settlements, Basel
Topic: "Macroeconomic and interest rate volatility under alternative monetary operating procedures" (BIS Working Papers) | Presentation

8 October 2010
Branko Urošević, Center for Investments and Finance (CIF), Belgrade
Topic: "On the Spillover of Exchange-Rate Risk into Default Risk"

1 October 2010
Fabrizio Zampolli, Bank for International Settlements, Basel
Topic: "The future of public debt: prospects and implications" (BIS Working Papers) | Presentation

13 September 2010
Michael Hawkins, HM Revenue and Customs, UK
Topic: "The new UK fiscal policy framework"

16 August 2010
Rodney Garratt , University of California, Santa Barbara
Topic: "Bank Behaviour and Risks in CHAPS Following the Collapse of Lehman Brothers"

24 June 2010
Boyan Jovanović, New York University, Department of Economics
Topic: "Middlemen in Electronic Markets"

24 February 2010
Milan Nedeljković, University of Warwick
Topic: "Nonparametric Test of Conditional Quantile Independence with Applications to Bank’s Systemic Risk"