Research Seminar, Systemic Risk

       

Organized by Prof. Philippe de Peretti  (Université Paris I Panthéon-Sorbonne, Labex ReFi)

Fall 2017 – Spring 2018 

Venue Maison des Sciences Economiques, 6th floor, 106-112, bd de l’Hôpital, 75013 Paris:

(Fall 2017)

Date Room Speaker Link to personal web page Affiliated Institution of Guest Speaker Topic/title of the paper Link to Paper
November 15, 2017 MSE,  6th floor Giovanni De Luca Bio & CV  Università di Napoli Parthenope, Italy Assessing tail risk for nonlinear dependence of MSCI sector indices: a copula three-stage approach Paper (TBA)
November 15, 2017 MSE,  6th floor Sylvain Benoit Bio & CV  Université Paris Dauphine Pitfalls in Systemic-Risk Scoring Paper (TBA)
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