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Cambridge Finance

 
Read more at: CF Weekly Workshop - Jean-Baptiste Gosse

CF Weekly Workshop - Jean-Baptiste Gosse

Talk by Dr Jean-Baptiste Gosse Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model (with Cyriac Guillaumin (University of Grenoble)) Abstract: During the last decade, we observed the accumulation of global imbalances resulting primarily from massive current account...

Tuesday, 29 November, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Xuan Tam

CF Weekly Workshop - Xuan Tam

Talk by Dr Xuan Tam Title: Loan Guarantees for Consumer Credit Markets Abstract: Loan guarantees are arguably the most widely used policy intervention in credit markets, especially for consumer credit. However, despite their size, little is known about their quantitative effects on prices and allocations Moreover, loan...

Tuesday, 8 November, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Amir Amel-Zedeh

CF Weekly Workshop - Amir Amel-Zedeh

Talk by Dr Amir Amel-Zedeh 'Optimal Capital Structure and Growth Options in Mergers and Acquisitions' Abstract: to follow

Tuesday, 15 November, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Pedro Saffi

CF Weekly Workshop - Pedro Saffi

Talk by Dr Pedro Saffi Asymmetric Risk Shifting in Long and Short Positions and their Impact on Hedge Fund Performance (with Gabriela Bertol Domingues (LSE)) Abstract: This paper investigates the impact of dynamic risk shifting on the performance of mutual funds, using a unique database with monthly portfolio holdings of...

Tuesday, 22 November, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Jamie Alcock

CF Weekly Workshop - Jamie Alcock

Talk by Dr Jamie Alcock Title: The Price of Asymmetric Dependence Abstract: We examine the relative importance of asymmetric dependence (AD) and systematic risk in the cross-section of US equities. Using a β-invariant AD metric, we demonstrate a lower-tail dependence premium that is only 35% of the market risk premium...

Tuesday, 25 October, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - D'Maris Coffman & Mardi Dungey

CF Weekly Workshop - D'Maris Coffman & Mardi Dungey

Talk by Dr D'Maris Coffman & Professor Mardi Dungey 'Towards a Multi-Market Model of North American Agricultural Commodities in the Interwar Period' Abstract to Follow

Tuesday, 11 October, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - D'Maris Coffman

CF Weekly Workshop - D'Maris Coffman

D'Maris Coffman - to be announced

Tuesday, 14 June, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Raghavendra Rau

CF Weekly Workshop - Raghavendra Rau

Prof Raghavendra Rau Title: 'Which Firms benefit from Bribes and How Much? Evidence from corruption cases worldwide' We analyze a hand-collected sample of 166 prominent bribery cases, involving 107 publicly listed firms from 20 stock markets that have been reported to have bribed government officials in 52 countries...

Tuesday, 31 May, 2011 - 17:00 to 18:00

Read more at: CF Weekly Workshop - Carsten Bienz

CF Weekly Workshop - Carsten Bienz

Carsten Bienz (Norwegian School of Economics and Business Administration) Title: The Defeasance of Control Rights (co-authored with Antoine Faure-Grimaud (LSE) and Zsuzsanna Fluck (MSU)). We analyze one frequent clause in bonds, covenant defeasance. Covenant defeasance allows the issuer to remove the bond's covenants by...

Tuesday, 24 May, 2011 - 17:00 to 18:00

Read more at: CF weekly workshop - Sule Alan

CF weekly workshop - Sule Alan

** Please note the start time ** Dr Sule Alan (Faculty of Economics) Title : Subprime consumer credit demand: an empirical analysis of a randomised interest rate experiment Abstract : We test the interest rate sensitivity of subprime credit card borrowers using a unique panel data set from a UK credit card company. What is...

Tuesday, 1 February, 2011 - 16:45 to 17:45

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