September - 2017
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Program

Speakers

Organizing committee

Venue

Gallery

Sponsors

Keynote speaker

Andrew Karolyi, Cornell University, S.C. Johnson Graduate School of Management

The Home Bias Puzzle Redux

Invited speakers

Carlo Acerbi, MSCI

Jonathan A. Batten, Monash University

Thorsten Hens,  University of Zurich; Norwegian School of Economics and Business Administration (NHH); Swiss Finance Institute (Zurich Center)

Thorsten Hens, Terje Lensberg, Klaus Reiner Schenk-Hoppé: Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading

Christoph Kaserer, Technische Universität München

Imre Kondor, Parmenides Foundation; Corvinus University of Budapest; London Mathematical Laboratory and the Complexity Science Hub, Vienna

Niklas Wagner, Passau University

Patrizia Perras, Niklas Wagner: The Interaction of Equity and Bond Premia

Speakers

Aida Barkauskaitė, Kaunas University of Technology

Ausrine Lakstutiene, Aida Barkauskaite, Justyna Witkowska: Is it Necessary to Measure Systemic Risk in Risk-Based Common European Union Deposit Insurance System?

Barbara Będowska-Sójka, Poznań University of Economics

Barbara Będowska-Sójka, Krzysztof Echaust: Commonality in Liquidity and the Dynamics of a Liquidity Index

Edina Berlinger, Corvinus University of Budapest

Edina Berlinger, Barbara Dömötör, Ferenc Illés: Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing

Zsolt Bihary, Corvinus University of Budapest

Zsolt Bihary, Barbara Dömötör: Rational model of irrational corporate hedging

Péter Csóka, Corvinus University of Budapest and Hungarian Academy of Sciences

Péter Csóka, P. Jean-Jacques Herings: Liability games

Barbara Dömötör, Corvinus University of Budapest

Edina Berlinger, Barbara Dömötör, Ferenc Illés: Anti-cyclical versus Risk-sensitive Margin Strategies in Central Clearing

Zsolt Bihary, Barbara Dömötör: Rational model of irrational corporate hedging

Krzysztof Echaust, Poznań University of Economics

Barbara Będowska-Sójka, Krzysztof Echaust: Commonality in Liquidity and the Dynamics of a Liquidity Index

Pekka Honkanen, HEC Paris

Pekka Honkanen, Daniel Schmidt: Price and Liquidity Spillovers during Fire Sale Episodes

Edgars Rihards Indārs, SEB bank Latvia

Edgars Rihards Indārs, Ágnes Lublóy: Herding Behaviour in an emerging market: Evidence from Moscow Exchange

Thomas Johann, University of Mannheim

Thomas Johann, Erik Theissen: The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators

Gaurav Kumar, Quinn School of Business, University College Dublin

Gaurav Kumar: Commonality in Liquidity- New Evidence from National Stock Exchange, India

Jan Libich, La Trobe Business School

Jan Libich, Dat Thanh Nguyen: Running Out of Bank Runs

Ágnes Lublóy, Stockholm School of Economics

Edgars Rihards Indārs, Ágnes Lublóy: Herding Behaviour in an emerging market: Evidence from Moscow Exchange

Patrizia Perras, Finance and Financial Control Research Group, University of Passau

Patrizia Perras, Niklas Wagner: Is there a Trading Break Equity Premium?

Jean-David Sigaux, European Central Bank, Financial Research Division

Jean-David Sigaux: Trading Ahead of Treasury Auctions

Takeharu Sogo, Osaka University of Economics

Takeharu Sogo: Planned Opaqueness in Securitization

Peter Norman Sørensen, University of Copenhagen

Peter Norman Sørensen: The Financial Transactions Tax in Markets with Adverse Selection

György Walter, Corvinus University of Budapest

György Walter: Are project loan prices properly risk adjusted?

Jan Henrik Wosnitza, Deutsche Bundesbank

Jan Henrik Wosnitza, Elena Vakhtina: Alarm Index for Institutional Bank Runs

Poster presenters

Judit Lilla Keresztúri, Corvinus University of Budapest

Judit Lilla Keresztúri, Zsuzsanna Tamásné Vőneki: Forecasting Operation Losses – The Usability of Political Risk Ratings

András Majoros, Eötvös Loránd University

Szabolcs Majoros, András Zempléni: Applying Bivariate Stable Distributions to Daily Logreturns of Stocks

Zoriana Matsuk, Ivano-Frankivsk National Technical University of Oil and Gas

Zoriana Matsuk: Christian Ethics and the Problems of Moral in Modern Financial Assets Trading

Zsuzsanna Tamásné Vőneki, OTP Bank and Corvinus University of Budapest

Judit Lilla Keresztúri, Zsuzsanna Tamásné Vőneki: Forecasting Operation Losses – The Usability of Political Risk Ratings

András Zempléni, Eötvös Loránd University

Szabolcs Majoros, András Zempléni: Applying Bivariate Stable Distributions to Daily Logreturns of Stocks

Last modified: 2017.09.22.