Zicklin School of Business
Economics and Finance Seminar
Fall 2007
 

All seminars are from 12:30 to 2:00 at VC10-215.
Date Speaker AffiliationTitle
09/19/2007 Bryan Routledge Carnegie-Mellon UniversityWho Holds Risky Assets?
09/26/2007 Tobias Adrian New York FedLiquidity and Leverage (slides)
10/03/2007 Robert Engle New York UniversityHigh Dimension Dynamic Correlations (slides)
10/10/2007 Oleg Bondarenko University of Illinois, Chicago Nonparametric Test of Affine Option Models (slides)
10/17/2007 (postponed) Chris Telmer Carnegie-Mellon UniversityMacroeconomic Sources of Real Exchange Rate Variability
10/24/2007 David Backus
Stanley Zin
New York University
Carnegie-Mellon University
Leads, Lags, and Logs: Asset Prices in Business Cycle Analysis (slides)
10/31/2007 Ken Singleton Stanford UniversityEstimation and Evaluation of Conditional Asset Pricing Models
11/07/2007 Michael Rebello University of ArizonaTo Each According to Her Luck and Power: Optimal Corporate Governance and Compensation Policy in a Dynamic World
11/14/2007 Antti Petajisto Yale UniversityTBA
11/28/2007 John Hull University of TorontoDynamic Models of Portfolio Credit Risk: A Simplified Approach (slides)
12/05/2007 Harrison Hong Princeton UniversityTBA
12/12/2007 Charles Engel University of WisconsinExchange Rate Models are Not as Bad as You Think (slides)

 

Contacts: Liuren Wu (Liuren_Wu@baruch.cuny.edu) and Jonathan Wang (Jun_Wang@baruch.cuny.edu).