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6th Princeton-Cambridge exchange

When Sep 10, 2010 01:00 PM to
Sep 11, 2010 05:45 PM
Where CJBS, Cambridge
Contact Name
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Cambridge Finance and the University of Princeton Bendheim Center for Finance will hold their 6th annual exchange in Cambridge this year. This event brings together faculty from Princeton's Bendheim Center for Finance and Cambridge Finance, and will provide a forum to present and discuss ongoing research from both of the participating centres.

Download the programme here, or view many of the presentations & discussions below:

  • Supply, demand and monetary policy shocks in a multi-country New Keynesian model - Presenter: Hashem Pesaran (Cambridge), discussant: Nobu Kiyotaki (Princeton)
  • Uses of random field theory for analyzing financial risk - Presenter: * (Princeton), discussant: Mike Tehranchi (Cambridge)
  • Estimating exponential affine models with correlated measurement errors: applications to fixed income and commodities - Presenter: Michael Dempster (Cambridge), discussant: Jakub Jurek (Princeton)
  • Financial intermediation and credit policy in business cycle analysis - Presenter: Nobu Kiyotaki (Princeton), discussant: Mardi Dungey (Cambridge)
  • Covered interest parity in the yen forward market: new insights from threshold non-linear dynamics - Presenter: * (Cambridge), discussant: Ronnie Sircar (Princeton)
  • Individual investors & volatility - Presenter: David Sraer (Princeton), discussant: * (Cambridge)
  • Observing the crisis: characterising the spectrum of financial markets with high frequency data (2004-2008) - Presenter: Mardi Dungey (Cambridge), discussant: Yacine Ait-Sahalia (Princeton)
  • Crashes & collateralized lending - Presenter: Jakub Jurek (Princeton), discussant: Chris Rogers (Cambridge)
  • Understanding asset returns - Presenter: Liang Zhang (Cambridge), discussant: Chris Sims (Princeton)
  • Vast volatility matrix estimation using high frequency data for portfolio selection - Presenter: * (Princeton), discussant: Paolo Zaffaroni (Imperial)
  • Social security, endogenous retirement and intra-household cooperation - Presenter: Laura Turner (Cambridge), discussant: John Mulvey (Princeton)
  • Stepping on a rake: the role of fiscal policy in the inflation of the 1970’s - Presenter: Chris Sims (Princeton), discussant: Michael Dempster (Cambridge)

* Available upon request from the speaker.

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