Zicklin School of Business
Economics and Finance Seminar
Spring 2011

 

All seminars are from 12:45 to 2:15 at VC10-215.

Date

Speaker

Affiliation

Title

Note

03/02/2011

Claudia Moise

Case Western

(visiting NYU)

Volatility Pricing in the Stock and Treasury Markets

 

03/09/2011

Robert Whitelaw

NYU

An explanation of the forward premium puzzle: The long and the short of it

 

03/16/2011

Ernst Schaumburg

New York Fed

Rescheduled to fall

03/23/2011

 Jan Groen

 New York Fed

Fundamentals Based Exchange Rate Prediction

Revisited

03/30/2011

 Stavros Peristiani

 New York Fed

Are Credit Default Swaps Associated With Higher Corporate Defaults?

04/06/2011

Itamar  Drechsler

NYU

A Pyrrhic Victory?

Bank Bailouts and Sovereign Credit Risk

 

04/13/2011

Hui Guo

 University of Cincinati

Options-Implied Variance and Future Stock Returns

04/27/2011

Darius Palia

 Rutgers

Banks’ Non-Interest Income and Systemic Risk

 

05/04/2011

Nikunj Kapadia

University of Massachusetts

The Tail in the Volatility Index

 

05/11/2011

Byoung-Hyoun Hwang

 Purdue University

“Self-Fulfilling” Stock Recommendations

 

 Contacts: Jonathan Wang (Jun.Wang@baruch.cuny.edu) and Christos Giannikos (Christos.Giannikos@baruch.cuny.edu).

Real Estate contact: David Frame (David.Frame@baruch.cuny.edu)