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Jia Li (Duke University)
TSE, 28 mars 2017, 15h30–17h00, salle MS 001
We provide new empirical evidence for the way in which financial markets process information. Our results are based on high-frequency intraday data along with new econometric techniques for making inference on the relationship between trading intensity and spot volatility around public news...
Martin Watzinger (University of Munich)
TSE & IAST, 28 mars 2017, 12h30–13h30, salle MS003
Federico Echenique (California Institute of Technology)
Toulouse : TSE, 28 mars 2017, 11h00–12h30, salle MS 001
Disagreements over long-term projects can often be traced to assumptions about the discount rate. The debate in economics over climate change is a case in point. We propose a theory of intertemporal choice that is robust to specific assumptions on the discount rate. Our discussion is centered...
Marta Troya Martinez (Toulouse School of Economics)
TSE, 27 mars 2017, 14h00–15h30, salle MF 323
This article explores how the possibility of collusion affects relational contracts. Responsibility for a contract is delegated to a supervisor who cares about both production and kickbacks paid by the agents, neither of which are contractible. We characterize the optimal supervisor-agent...
Olivier Armantier (Federal Reserve Bank of New York)
TSE, 27 mars 2017, 12h30–13h45, salle MF 323
“In August 2007,… banks were reluctant to rely on discount window credit to address their funding needs. The banks' concern was that their recourse to the discount window, if it became known, might lead market participants to infer weakness -the so-called stigma problem.” Bernanke (2009) Abstract A...
David Rapson (University of California - Davis)
Toulouse : TSE, 27 mars 2017, 11h00–12h15, salle MS 003
Households value diversity in many settings, including financial assets, gender of children, and occupations. This paper quantifies the extent to which multi-car households exhibit preferences for a diversified vehicle portfolio. We deploy a novel identification strategy to examine how an exogenous...
Daniel Hidalgo (MIT)
Toulouse : IAST, 24 mars 2017, 11h30–12h30, salle MS 001
Bruno Biais (TSE)
24 mars 2017
Antoine Rebecq (INSEE)
Toulouse : TSE, 23 mars 2017, 11h00–12h15, salle MF 323
The rise of extremely popular social networks (such as Facebook, Twit- ter, etc.) has generated huge interest in the industry and in the academy for datasets whose supports are graphs. When the networks are par- ticularly big, even computing simple descriptive statistics (for example clustering or...
Toulouse, France, 23–24 mars 2017
