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

 

Participating Institutions And Sponsors

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