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Home » Events » Autumn Seminar 2008, Bordeaux, France

Autumn Seminar 2008, Bordeaux, France

5 October 2008 - 7 October 2008

"Liquidity, Credit and Risk"

Radisson SAS Hotel, Bordeaux, France

 

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Papers


Key Note Address

Kenneth J. Singleton

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Liquidity and Credit Default Swap Spreads

Dragon Yongjun Tang, Hong Yan

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Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

Joost Driessen

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Liquidity Risk and Correlation Risk: a Clinical Study of the General Motors and Ford Downgrade of May 2005

Yili Zhang* and Viral V. Acharya, London Business School and CEPR

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Tutorial on ‘Realized Volatility’

Francis X. Diebold, J.M. Cohen Professor of Economics, Finance and Statistics, Wharton School, University of Pennsylvania

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Dispersion in Analysts' Earnings Forecasts and Credit Rating

Tarun Chordia *, Goizueta Business School, Emory University and Doron Avramov, Gergana Jostova en Alexander Philipov

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WINE AS AN INVESTMENT IN THE WAKE OF GLOBALIZATIO

Kym Anderson, University of Adelaide

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Tranching and Rating

Ser-Huang Poon *, Manchester Business School, University of Manchester and Michael J. Brennan and Julia Hein

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Jump and Cojump Risk in Subprime Home Equity Derivatives

Bruce Mizrach, Department of Economics, Rutgers University

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The Divergence of Liquidity Commonality in the Cross-Section of Stocks

Ronnie Sadka *, Boston College, Avraham Kamara University of Washington, Xiaoxia Lou, University of Delaware

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  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact