Program

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

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

 

FROM JANUARY TO JUNE 2019:

Date Room Speaker Affiliated Institution Title of the paper
January, 24 C108 Anne Epaulard Université Paris-Dauphine Bankruptcy filing in France
February, 7 C108 Justine Pedrono ACPR How does currency diversification explain bank leverage procyclicality?
February, 21 C108 Axelle Ferriere PSE Escaping the Losses from Trade: The Impact of Heterogeneity on Skill Acquisition
March, 14 C110 Julien Idier Banque de France An analytical framework to calibrate macroprudential policy
March, 28 C108 Agnès Bénassy-Quéré PSE Taxing capital and labor when both factors are imperfectly mobile internationally
April, 11 C110 Rogier Quaedvlieg Erasmus University Rotterdam Hedging Long-Term Liabilities with a Nelson-Siegel Model
April 18 C108 Söhnke M. Bartram Warwick Business School Currency Anomalies
June, 20 P303 Paul Ehling BI Norwegian Business School Tax Collection from Realized Capital Gains on Equity

 

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FROM JANUARY TO JUNE 2018:

Date Room Speaker Affiliated Institution Title of the paper
January, 25 C110 Eric Jondeau HEC Lausanne A General Equilibrium Appraisal of Capital Shortfall
March, 22 C110 Marius Zoican Université Paris-Dauphine "Smart" Settlement
April, 5 C110 Julien Prat CREST An Equilibrium Model of the Market for Bitcoin Mining
May, 24 C110 Gauthier Vermandel Université Paris-Dauphine Weather Shocks, Climate Change and Business Cycles
May, 31 P303 Alexandre Jeanneret HEC Montréal Low Inflation: High Default Risk AND High Equity Valuations
June, 14 C110 Aurélien Leroy Université de Bordeaux Macro-financial linkages: The role of the institutional framework
June 21 D102 Vladyslav Sushko Bank for International Settlements The failure of covered interest parity: FX hedging demand

 

FROM SEPTEMBER TO DECEMBER 2017:

Date Room Speaker Affiliated Institution Title of the paper
September, 21 C131 Jean Imbs PSE Fundamental Moments
October, 12 C110 Ivan Jaccard European Central Bank Structural Asymmetries and Financial Imbalances in the Eurozone
October, 26 C110 Matthias Efing HEC Paris Sanctions and Financial Institutions
November, 9 C110 Yannick Kalantzis Banque de France Money and Capital in a Persistent Liquidity Trap
November, 16 C110 Yvan Bécard Paris School of Economics Collateral Shocks
December, 7 C110 Cyril Monnet University of Bern Risk and Liquidity Requirements in a Model of Fractional Reserve Banks
December, 14 C131 Jean-Charles Bricongne European Commission Assessing House Prices: Insights from HouseLev, a new Dataset of Prices in Level

 

FROM JANUARY TO JUNE 2017:

Date Room Speaker Affiliated Institution Title of the paper
Jeudi 5 janvier C110 Jean-Paul Renne HEC Lausanne Affine Modelling of Credit Risk, Pricing of Credit Events and Contagion
Jeudi 2 Février C108 Isabelle Salle Amsterdam School of Economics Monetary and Fiscal Policy Design at the Zero Lower Bound    
Jeudi 2 Mars C110 François Langot University of Le Mans On Nonlinearities in the Unemployment Dynamic
Jeudi 16 Mars C110 Marie Brière Amundi / Université Paris-Dauphine Is Factor Investing the Optimal Asset Management Strategy for U.S. Stock Portfolios?      
Jeudi 23 Mars C108 Sylvain Benoit Université Paris-Dauphine Pitfalls in Systemic-Risk Scoring
Jeudi 30 Mars C110 Thomas Lambert Rotterdam School of Management Lobbying and the Resolution of Failed Banks
Jeudi 4 Mai C110 Louis Raffestin Université d'Orléans The Special FX Market
Jeudi 18 Mai C110 Laurent Weill Université de Strasbourg High Liquidity Creation and Bank Failures
Jeudi 15 Juin C110 François Gourio Federal Reserve Bank of Chicago Risk premia at the ZLB: a macroeconomic interpretation

FROM SEPTEMBER TO DECEMBER 2016:

Date Room Speaker Affiliated Institution Title of the paper
Jeudi 13 Octobre C131 Franck Portier TSE Reconciling Hayek's and Keynes Views of Recessions 
Jeudi 27 Octobre C131 Christophe Pérignon HEC Paris Wholesale Funding Dry-Ups
Jeudi 10 Novembre C131 Henri Fraisse ACPR Real Effects of Higher Capital Requirements
Jeudi 1 Décembre C131 Luis Araujo Sao Paulo School of Economics On the origin of money
Jeudi 15 Décembre C110 Guillaume Plantin Sciences Po Monetary Easing and Financial Instability