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Seminar papers and events documents


December 9th, 2010 Karim Abadir, Imperial College London

Lies, Damned Lies, and Statistics? Examples From Finance & Economics

December 2nd, 2010 Stefan Nagel, Stanford University Haircuts and Repo Rates: Evidence from Money Market Mutual Fund Filings  
November 22nd, 2010 Steven Ongena, Tilburg University Of Religion and Redemption: Evidence from Default on Islamic Loans
PDF (323 Kb)
November 19th, 2010 Anders Trolle, EPFL Lausanne An Empirical Analysis of the Swaption Cube PDF (795 Kb)
November 12th, 2010 David Veredas, ECARES, Uni Bruxelles The Method Of Simulated Quantiles PDF (1.4 Mb)
October 28th, 2010 Giampiero M. Gallo, University of Firenze Disentangling Systematic and Idiosyncratic Risk of Large Panels of Assets PDF (891 Kb)
October 22nd, 2010 Augustin Landier, Toulouse School of Economics Going For Broke: New Century Financial Corporation, 2004-2006 PDF (1.6 Mb)
October 15th, 2010 Dick van Dijk, Erasmus University Rotterd

Getting the Most Out of Macroeconomic Information for Predicting Stock Returns and Volatility

PDF (673 Kb)
October 8th, 2010 Giuseppe Alesii, University of L'Aquila Assessing Least Squares Monte Carlo for the Kulatilaka Trigeorgis General Real Options Pricing Model
PDF (760 KB)
September 30th, 2010

Tarun Ramadorai, Saïd Business School, Oxford University

On the Dynamics of Hedge Fund Risk Exposures PDF (353 Kb)
September 23rd, 2010 Thorsten Beck, Tilburg University Which Households Use Banks? Evidence From The Transition Economies PDF (744 Kb)
May 27th, 2010 Ghulam Sorwar, Nottingham University Business School Determinants of Takeover Premium in Share-exchange Offers: An Exchange Option Pricing Approach PDF (1.5 MB)
May 6th, 2010 Abe De Jong, Rotterdam School of Management, Erasmus University Leverage in Pyramids: When Debt Leads To Higher Dividends PDF (292 Kb)
April 30th, 2010 François Derrien, HEC Paris Investor Horizons and Corporate Policies PDF (259 Kb)
April 23rd, 2010 Henrik Hasseltoft, University of Zurich International Bond Risk Premia PDF (484 Kb)
April 16th, 2010 Enrique Sentana, CEMFI New testing approaches for mean-variance predictability
PDF (684 Kb) 
March 26th, 2010 Marcin Kacperczyk, NYU Stern  Attention Allocation over the Business Cycle PDF (368 Kb)
March 18th, 2010 Richard Zeckhauser, Kennedy School, Harvard University Betrayal Aversion, Probability Neglect and Blindness to the Advantages of Ambiguity Slides (401 Kb)
March 5th, 2010 Paolo Fulghieri, University of North Carolina at Chapel Hill  Mergers, Spin-offs and Employee Incentives PDF (222 Kb) 
March 4th, 2010 Alan Morrison, Saïd Business School, University of Oxford Internal Reporting Systems, Compensation Contracts, and Bank Regulations PDF (192 Kb)
February 5th, 2010 Kasper Meisner Nielsen, Chinese University of Hong Kong and CEBR  Participation constraints in the stock market: evidence from unexpected inheritance due to sudden death  PDF (309 Kb)
January 27th, 2010 Alberto Plazzi, UCLA Anderson School International Stock Return Correlation: Real or Financial Integration? A Structural Present-Value Approach  PDF (352 Kb)
January 25th, 2010 Alessio Saretto, Purdue University Union Strikes and the Impact of Non-financial Stakeholders on Capital Structure   PDF (252 Kb)