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Event 5. marts 2026, 14:00 - 16:00

In­vi­ta­tion for PhD De­fen­ce - Se­ba­sti­an Lu­ber

In­vi­ta­tion for PhD De­fen­ce

Teams

PhD De­fen­ce

Tid
5. marts 2026, 14:00 - 16:00
Lokation
Lo­ca­tion: Sol­b­jerg Plads
Room: SPs16 BCG (gro­und floor)
Re­cep­tion: FUHU (3rd floor above the can­te­en)
*The CBS PhD School will host a re­cep­tion, which will take pla­ce im­me­di­a­te­ly af­ter the de­fen­ce.
Sprog
Eng­lish

In order to obtain the PhD degree, Sebastian Luber has submitted his thesis entitled:

 

Essays in Empirical Asset Pricing

 

This dissertation studies how inflation risk and stock–Treasury correlations are priced and forecasted in financial markets. In “Inflation Tail Risk,” I show that risk-neutral inflation distributions derived from inflation options explain variation in stock returns and credit spreads. In “Cross-Sectional Drivers of Stock–Treasury Correlations,” we show that firm characteristics explain and improve forecasts of stock–Treasury correlations. In “Mind the Inflation Swap,” we document and correct a bias in inflation swap–implied expectations that distorts measured inflation expectations, real rates, and inflation risk premia.

 

The thesis will be available from research.cbs.dk

Primary Supervisor:

Professor Jens Dick-Nielsen
Department of Finance
Copenhagen Business School

Secondary Supervisor(s):

Professor Peter Feldhütter
Department of Finance
Copenhagen Business School

Assessment Committee:

Associate Professor Rama Seth (Chair)
Department of Finance
Copenhagen Business School

Professor Christian Wagner
Department of Finance, Accounting and Statistics
WU Vienna University of Economics and Business

Professor Martin Møller Andreasen
Department of Economics
Aarhus University

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