Friday 17 January 2014

Kris Jacobs Prize Winner Autumn Seminar 2014

Prize Winners

It’s with great pleasure that we announce the Autumn 2014 prize winner. The prize was awarded to Kris Jacobs for the paper “Macroeconomic Variables and the Term Structure: Long-Run and Short-Run Dynamics”.

The committee found the incorporation of macro variables in a no-arbitrage model of the term structure with long-run and short-run components relevant and innovative. The presentation by Kris Jacobs was clear and understandable.

We congratulate our winner, and we are delighted this paper was submitted to Inquire.