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Marc Hoffmann (Université Paris-Est Marne La Vallée)
Toulouse: TSE, March 23, 2010, 14:00–15:30, room MF 323
On propose un modèle multivarié de prix pour des données hautes fréquence basé sur des processus ponctuels à intensité aléatoire. Ce modèle permet de reproduire les effets empiriques 1-dimensionnels du bruit de microstructure et en dimension 2 l’effet de Epps. On montre une convergence...
Peter Eso (Oxford University)
Toulouse: TSE, March 23, 2010, 11:00–12:30, room MF 323
We study a dynamic cheap talk model with multiple senders where the receiver can choose when to make her decision and communication can take place over time. Delays are wasteful, and no player can commit to any action or inaction; the receiver can choose momentary inaction only if her beliefs about...
Yang Lu (Boston University)
Toulouse: TSE, March 22, 2010, 17:00–18:30, room MF 323
This paper models credibility management by a government using a simple reputation game in which government type is not directly observable by the private sector. Two non-standard features of the game produce conditions under which it is optimal for a trustworthy type (able to pre-commit) to...
Harrison Hong
IDEI, March 22, 2010, 12:30–14:00, room MF 323
Sylvain Chassang (University of Princeton)
Toulouse: TSE, March 22, 2010, 11:00–12:30, room MF 313
La Tour SCOR- La Défense, Paris, France, March 19, 2010
François Poinas (Ecole Polytechnique)
Toulouse: TSE, March 17, 2010, 15:30–17:00, room Amphi Colloque
We investigate the role played by educational attainments on the employment contract transitions in the early career. We estimate a flexible reduced-form dynamic model of education choices and employment contract outcomes of the first two employment spells in the labor market. More precisely, we...
Olivier Bos (University of Cologne)
Toulouse: TSE, March 17, 2010, 11:00–12:30, room Amphi Colloque
Recent papers show that all-pay auctions are better at raising money for charity than first-price auctions with symmetric bidders and under incomplete information. Yet, this result is lost with sufficiently asymmetric bidders and under complete information. In this paper, we consider a framework on...
Toulouse, France, March 17–18, 2010
Nour Meddahi (Toulouse School of Economics)
Toulouse: TSE, March 16, 2010, 15:30–17:00, room MF 323
The recent literature on high frequency data highlighted the presence and importance of jumps in asset prices and volatility. However, the empirical findings suggest that there are much more jumps than indicated by parametric models based on daily data (stocks and options), which leads some authors...
