| Speaker(s) | Type | Length | Chair | ||
|---|---|---|---|---|---|
| Yannick Dillschneider Julie Schnaitmann Biliana Guner Milan Nedeljkovic | Contributed |
|
12:00
|
90
mins |
Milan Nedeljkovic
|
Papers
(Listed in order of speakers above)
GMM Estimation of Stochastic Volatility Models Using Transform-Based Moments of Derivatives Prices
Read paperEmpirical Asset Pricing in a DSGE Framework - Reconciling Calibration and Econometrics using Partial Indirect Inference
Read paperCommonality in International Equity Jump Risk
Read paperCentral Bank Policies and Financial Markets: Lessons from the Euro Crisis
Read paper