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2016 Cass

9th Business School Seminar

Monday 28th November 2016

The 9th INQUIRE Business School Seminar will be kindly hosted by Cass Business School at their campus in the City of London, thanks to Lucio Sarno. After 4 years of successful Business School seminars, we are delighted to return to the location of our first seminar in this series, at Cass Business School. The program is split into three topical areas:

  • First, we’ll see two talks relating to central banks and their impact, from research by Maik Schmelling from Cass and Cristian Wagner of Copenhagen Business School, then from Francesca Brusa and Mungo Wilson of Said Business School and Pavel Savor of the Fox School of Business.
  • We’ll then turn to asset pricing with recent research in portfolio choices by Raman Uppal of Edhec and Paolo Zaffaroni of Imperial College, followed by another paper looking at "the cross section of expected returns", this time relating to macroeconomic risks by Martijn Boons (Nova School of Business and Economics) and Andrea Tamoni (LSE).
  • Finally, we’ll consider recent research in currency markets, specifically the volatility term structure and its risk premium in FX by Pasquale Della Corte of Imperial, Roman Kozhan (Warwick) and Anthony Neuberger (Cass), to conclude with the research on business cycle risk in currency markets from Steven Riddiough of University of Melbourne with Lucio Sarno from Cass Business School.

For more details see the programme below.

Programme

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Programme

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