Workshop

Prof Jagjit Chadha (University of Kent) presenting. Title : Roundheads versus Cavaliers: An Early Assessment of Quantitative Easing Abstract : Quantitative easing in the UK has involved the creation of fund to purchase medium term dated government bonds with borrowed central bank reserves and so has increased the liquidity...

Prof Michael Dempster of CFR presenting. Title : Long and short term jumps in commodity futures prices Abstract : This paper is the latest of a sequence developing new commodity pricing techniques. It analyzes long and short term jumps in commodity futures prices from the statistical and economic perspectives. First we...

** Please note the start time ** Oliver de Groot (Faculty of Economics) Title : Coordination Failure and Financial Accelerator This paper studies the effect of short-term uncoordinated creditors in a DSGE model with leveraged borrowers. Creditors (financial intermediaries) receive imperfect signals regarding the...

** Please note the start time ** Andrew Meldrum (Faculty of Economics) Title : Likelihood Inference in Non-Linear Term Structure Models: The Importance of the Zero Lower Bound Abstract : This paper shows how to use adaptive particle filtering and Markov chain Monte Carlo methods to estimate quadratic term structure models...

Dr Valeria Miceli (Universita’ Cattolica del Sacro Cuore, Milan) Title : Sovereign Wealth Funds’ Investment Behaviour With $4.3 bn of assets under management increasing at spectacular paces in the recent decade, feared and at the same time courted by governments all over the world, characterized by low levels of...

** Please note the earlier start ** Dr Yuning Gao (WCFH, University of Cambridge) Title : Understanding the Global Imbalance from the Perspective of Outsourcing Activities to China Abstract : “Global Imbalance” is one of the most frequently highlighted keywords that people discuss the current financial crisis and China is...