Events
VAR Research Days in May 2020
The VAR project held their VAR Research Days on 27-28 May 2020 via Zoom. Research was presented by the following early career researchers:
- Illia Kovalenko: Portfolio optimization with Stochastic Dominance constraints based on Options and Copulas
- Xuanyu Yue: Decomposition of aircraft-related carbon emissions for intra-Europe routes
- Yuting Chen: Economic Narratives During the COVID-19 Outbreak
- Kushagra Jain: Are international diversification benefits illusory & transient?
- Diego Perez Guisande: Information asymmetries to panel banks who contribute to the setting of benchmark interest rates
- Yan Wang: Model-free Measures and Unspanned Tails
- Parvati Neelakantan: Do US firms have sufficient incentive to invest in clean technology?
- Huayuan Dong: Rogue traders
- Emmanuel Erem: Investigating Effects of Conventional and Unconventional Monetary Policy Shocks
- Ioannis Ropotos: Market Integration across US firms: An Institutional Ownership’s perspective