This seminar takes place on Thursday, 12:00-13:00, at Paris-Dauphine.

Organizers: Sylvain BENOIT, Anne EPAULARD, and Gauthier VERMANDEL.



DateRoomSpeakerAffiliated InstitutionTitle of the paper
January, 24C108Anne EpaulardUniversité Paris-DauphineUsing heterogenity in commercial court decisions to measure indirect costs of bankruptcy filing in France
February, 7C108Justine PedronoACPRHow does currency diversification explain bank leverage procyclicality?
February, 21C108Axelle FerrierePSETBA
March, 14C110Julien IdierBanque de Francetbd
March, 28C108~~~
April, 11C110Rogier QuaedvliegErasmus University RotterdamTBA
May, 23C108~~~
June, 6C108~~~
June, 20C108Paul EhlingNorvegian BITBA


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DateRoomSpeakerAffiliated InstitutionTitle of the paper
September, 21C131Jean ImbsPSE
Fundamental Moments
October, 12C110Ivan JaccardEuropean Central BankStructural Asymmetries and Financial Imbalances in the Eurozone
October, 26C110Matthias EfingHEC ParisSanctions and Financial Institutions
November, 9C110Yannick KalantzisBanque de FranceMoney and Capital in a Persistent Liquidity Trap
November, 16C110Yvan BécardParis School of EconomicsCollateral Shocks
December, 7C110Cyril MonnetUniversity of BernRisk and Liquidity Requirements in a Model of Fractional Reserve Banks
December, 14C131Jean-Charles BricongneEuropean CommissionAssessing House Prices: Insights from HouseLev, a new Dataset of Prices in Level



DateRoomSpeakerAffiliated InstitutionTitle of the paper
January, 25C110Eric JondeauHEC LausanneA General Equilibrium Appraisal of Capital Shortfall
March, 22C110Marius ZoicanUniversité Paris-Dauphine"Smart" Settlement
April, 5C110Julien PratCRESTAn Equilibrium Model of the Market for Bitcoin Mining
May, 24C110Gauthier VermandelUniversité Paris-DauphineWeather Shocks, Climate Change and Business Cycles
May, 31P303Alexandre JeanneretHEC MontréalLow Inflation: High Default Risk AND High Equity Valuations
June, 14C110Aurélien LeroyUniversité de BordeauxMacro-financial linkages: The role of the institutional framework
June 21D102Vladyslav SushkoBank for International SettlementsThe failure of covered interest parity: FX hedging demand


SEANCES - SEPTEMBRE A DECEMBRE 2016 de 12h à 13h :

DateSalleIntervenantAffiliationTitre du Papier
Jeudi 13 OctobreC131Franck PortierTSEReconciling Hayek's and Keynes Views of Recessions 
Jeudi 27 OctobreC131Christophe PérignonHEC ParisWholesale Funding Dry-Ups
Jeudi 10 NovembreC131Henri FraisseACPRReal Effects of Higher Capital Requirements
Jeudi 1 DécembreC131Luis AraujoSao Paulo School of EconomicsOn the origin of money
Jeudi 15 DécembreC110Guillaume PlantinSciences PoMonetary Easing and Financial Instability


SEANCES - JANVIER A JUIN 2017 de 12h à 13h :

DateSalleIntervenantAffiliationTitre du Papier
Jeudi 5 janvierC110Jean-Paul RenneHEC LausanneAffine Modelling of Credit Risk, Pricing of Credit Events and Contagion
Jeudi 2 FévrierC108Isabelle SalleAmsterdam School of EconomicsMonetary and Fiscal Policy Design at the Zero Lower Bound
Jeudi 2 MarsC110François LangotUniversity of Le MansOn Nonlinearities in the Unemployment Dynamic
Jeudi 16 MarsC110Marie BrièreAmundi / Université Paris-DauphineIs Factor Investing the Optimal Asset Management Strategy for U.S. Stock Portfolios?
Jeudi 23 MarsC108Sylvain BenoitUniversité Paris-DauphinePitfalls in Systemic-Risk Scoring
Jeudi 30 MarsC110Thomas LambertRotterdam School of ManagementLobbying and the Resolution of Failed Banks
Jeudi 4 MaiC110Louis RaffestinUniversité d'OrléansThe Special FX Market
Jeudi 18 MaiC110Laurent WeillUniversité de StrasbourgHigh Liquidity Creation and Bank Failures
Jeudi 15 JuinC110François GourioFederal Reserve Bank of ChicagoRisk premia at the ZLB: a macroeconomic interpretation