2016-08-25 conference in Geneva

August 22-26, 2016: Geneva hosts the 31th annual congress of the European Economic Association and the 69th European meeting of the Econometric Society where the following NES professors give their talks: Stanislav AnatolyevStanislav KhrapovSergei IzmalkovOzgur EvrenMikhail DrugovMarta Troya Martinez.

Stanislav Anatolyev presented his papers:
Multivariate Return Decomposition: Theory and Implications;
Volatility filtering in estimation of kurtosis (and variance);
Second order asymptotic biases of consistent estimators under many instruments.
Stanislav KhrapovDo spatial structures yield better volatility forecasts?
Buy Global, Sell Local. Consumption heterogeneity, regional risk-sharing, and the cross-section of equity returns.
Sergei IzmalkovThe Market for Surprises: Selling Substitute Goods through Lotteries.
Ozgur EvrenCautious and Globally Ambiguity Averse 
[slides].
Mikhail DrugovBargaining with Informational and Real Externalities.
Marta Troya MartinezDelegating relational contracts to corruptible intermediaries.

Conference program >>>





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