| Slavery, Education, and Inequality |
Speaker: Arcangelo Dimico |
| Date: Tue, 31st Jan 2012 |
Location: Syndicate Room 6 - Riddel Hall |
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| Liquidity risk and asset pricing: Evidence from daily data, 1926-2009 |
Speaker: Weimin Liu, University of Nottingham |
| Date: Fri, 16th Dec 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
Associated Document(s):
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| Pension Plan Funding & the Cost of Equity Capital |
Speaker: Ronan Gallagher |
| Date: Mon, 12th Dec 2011 |
Location: Board Room - QUMS |
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| Financial Risk Management of Pension Schemes - An Economic Capital Approach |
Speaker: Pradip Tapadar, University of Kent |
| Date: Fri, 9th Dec 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Title to be Confirmed |
Speaker: Presentations by Candidates for Economics Positions |
| Date: Tue, 6th Dec 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| To Convergence and Beyond? Human Capital, Economic Adjustment and a Return to Growth in the EU |
Speaker: John FitzGerald, The Economic and Social Research Institute |
| Date: Fri, 2nd Dec 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
Associated Document(s):
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| Hardy perennial or temporary phenomenon? The size and value effects in an early stock market |
Speaker: Qing Ye |
| Date: Tue, 29th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Estimation and Inference in Predictive regressions |
Speaker: Eiji Kurozumi , Hitotsubashi University, Tokyo |
| Date: Fri, 25th Nov 2011 |
Location: Syndicate Room 3 - Riddel Hall |
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| Improving Longevity and Mortality Risk Models using Common Stochastic Long-Run Trends |
Speaker: Severine Gaille, University of Lausanne |
| Date: Fri, 25th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Death and its Determinants |
Speaker: Colin O'Hare |
| Date: Tue, 22nd Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Corporate Governance and Insider Trading |
Speaker: Renhui Michael Fu, Erasmus University, Rotterdam |
| Date: Fri, 18th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Tobin tax and (de-)stabilization of foreign exchange market (tentative) |
Speaker: Jong Kook Shin |
| Date: Tue, 15th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Risk and Valuation of Mortality Contingent Catastrophe Bonds |
Speaker: Daniel Bauer, Georgia State University |
| Date: Fri, 11th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
| Summary: Catastrophe Mortality Bonds are a recent capital market innovation providing insurers and reinsurers with the possibility to transfer catastrophe mortality risk off their balance sheets to capital markets. This paper introduces a time-continuous model for analyzing and valuating catastrophe mortality-contingent claims based on stochastic modeling of the force of mortality. In addition, we give an concise survey of past transactions and explain in detail the structure of the deals and the securities. Parameter estimates of the proposed model based on simulated maximum likelihood estimation are derived. The resulting loss profiles and spread levels are then compared to loss profiles provided by the issuers and to market prices. We find that the profiles are subject to great uncertainties and should hence be considered with care by investors and, especially, rating agencies.
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| Communication and Coordination |
Speaker: Chirantan Ganguly |
| Date: Tue, 8th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Intrahousehold Preference Heterogeneity, Commitment, and Strategic Savings: Theory and Evidence from Kenya |
Speaker: Simone Schaner, Dartmouth College, New Hampshire |
| Date: Fri, 4th Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
Associated Document(s):
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| Pricing the Commonality in the Forex market across various measures of Liquidity |
Speaker: Arze Karam |
| Date: Tue, 1st Nov 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| Natural barrier to entry in the credit rating industry |
Speaker: Stephano Lovo, HEC |
| Date: Fri, 28th Oct 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
Associated Document(s):
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| Toward a Theory of an Economy with a Social Division of Labour |
Speaker: Robert P. Gilles |
| Date: Tue, 25th Oct 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| The endogenous poverty line: existence and implications |
Speaker: Laurence Roope, University of Manchester |
| Date: Fri, 21st Oct 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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| The Media in a Mania: Newspaper Coverage of the British Railway Mania |
Speaker: Gareth Campbell |
| Date: Tue, 18th Oct 2011 |
Location: Syndicate Room 6 (Rm 01.013) - Riddel Hall |
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