FRIC papers at prestigious finance conferences

News

4 FRIC research papers accepted for each of the prestigious finance conferences: the EFA conference in Mannheim August 2017 and the AFA conference in the U.S. in January 2018

10/06/2017

In Finance, the largest and most competitive conferences are: the AFA (American Finance Association) Meetings in the U.S. in January, the WFA (Western Finance Association) Annual Meeting in the U.S. in June and the EFA (European Finance Association) conference in Europe in August.

FRIC is proud to be represented with 4 papers at the EFA conference that took place in Mannheim this August and another 4 papers at the upcoming AFA conference which will take place in January 2018 in Philadelphia.

Papers presented at the EFA Conference, August 2017

  • Central Bank Communication and the Yield Curve; Matteo Leombroni, Andrea Vedolin, Gyuri Venter, Paul Whelan
  • Expected Term Structures; Andrea Buraschi, Ilaria Piatti, Paul Whelan
  • Margin Requirements and Equity Option Returns; Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg, Christian Wagner
  • Do Corporate Depositors Risk Everything for Nothing? The Importance of Deposit Relationships, Interest Rates and Bank Risk; Daniel Friedmann, Bjorn Imbierowicz, Anthony Saunders, Sascha Steffen

Papers accepted for the upcoming AFA Conference, January 2018

  • Do Corporate Depositors Risk Everything for Nothing? The Importance of Deposit Relationships, Interest Rates and Bank Risk; Daniel Friedmann, Bjorn Imbierowicz, Anthony Saunders, Sascha Steffen
  • Why Do Investors Buy Sovereign Default Insurance?; Valeri Sokolovski, Martin G. Subrahmanyam, Davide Tomio
  • Central Bank Communication and the Yield Curve; Matteo Leombroni, Andrea Vedolin, Gyuri Venter, Paul Whelan
  • Margin Requirements and Equity Option Returns; Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg, Christian Wagner

In addition, two FRIC members have been invited to act as discussants at the AFA conference

  • Bjorn Imbierowicz, Copenhagen Business School discussing a paper in the session Issues in Bank Risk and TBTF 
  • David Lando, Copenhagen Business School discussing a paper in the session Liquidity: Empirical Perspectives
The page was last edited by: Center for Financial Frictions // 10/06/2017