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 UniversityCarnegie-Mellon UniversityLeads, 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).
Contacts: Liuren Wu (Liuren_Wu@baruch.cuny.edu) and Jonathan Wang (Jun_Wang@baruch.cuny.edu).