6 July 2016

new academic publication by Prof. Scaillet and Prof. Trojani

The research paper "Comments on : Nonparametric Tail Risk, Stock Returns and the Macroeconomy" by Lorenzo Camponovo, Olivier Scaillet and Fabio Trojani has been accepted for a forthcoming publication in the Journal of Financial Econometrics.
30 October 2015

Mrs Elisabeth Pröhl awarded with funding to advance her dissertation research

The Macro Financial Modeling initiative supports collaborative research to develop enhanced macroeconomic models that better capture the linkages between the financial sector and the economy as a whole.
X