17.10.2012

Sebastian Hoffmann (FU Berlin)

Volatility Spill-Over in European Sovereign Bond Markets

24.10.2012

Beginn: 16 Uhr (s.t.)

Thomas Theobald (IMK Düsseldorf)

Agent-based risk management - A regulatory approach to financial markets

31.10.2012

Michael Hachula (DIW Berlin)

Inflation Dynamics

07.11.2012

Simon Jurkatis (HU Berlin)

Correlated Trades and Herd Behavior in the Stock Market: Empirical Results from an Intra-Day Analysis

14.11.2012

-

21.11.2012

Katharina Pijnenburg (DIW Berlin)

U.S. House Price Developments over Time and Space

28.11.2012

ENTFÄLLT

Christopher Sommerfeld (FU Berlin)

The Taylor Rule and the Financial Crisis: A Cointegration Analysis

Dienstag, 04.12.2012

17.15 Uhr 

Timo Bettendorf (University of Kent), Wenjuan Chen (FU Berlin)

Are There Periodically Collapsing Bubbles in Sterling-dollar Exchange Rate?

12.12.2012

Till Strohsal (FU Berlin)

What Can Break-Even Inflation Rates Tell Us about the Anchoring of Inflation Expectations in the Euro Area?

19.12.2012

Marlene Karl (DIW Graduate Center)

Bank risk-taking and monetary policy. Regional evidence from US commercial banks.

09.01.2013

Christopher Boortz (DIW Berlin)

Impact of information risk and market turbulence on herding in the stock market: Theory and Evidence

16.01.2013

NN (NN)

TBA

23.01.2013

Jour Fixe des SFB

30.01.2013

Tomasz Wozniak (University of Melbourne)

Granger Causality and Regime Inference in Bayesian Markov-Switching VARs (PDF)

06.02.2013

Lars Winkelmann (FU Berlin)

Instantaneous yield curve responses to monetary policy announcements: Testing for level shifts and rotations at the tick frequency

13.02.2013

Gunda-Alexandra Detmers (FU Berlin)

When Do Central Bank Interest Rate Projections Become Stale?