Archives : Events
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Events
Foire de l’Etudiant 2019
En savoir plusThe University of Luxembourg will participate in the Foire de l’Étudiant from 7 to 8 November 2019 at Luxexpo – The Box. Visit us at Hall 3C – stand 15 from 10.00 to 18.30.
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Events
Visualisation for newspapers corpus exploration across time and space
En savoir plus‘Impresso Talk’ with Jana Keck (Institute of Literary Studies, University of Stuttgart) and Moritz Knabben (Institut für Visualisierung und interaktive Systeme, University of Stuttgart).
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Events
« A New Humanism »: Expo ’58, Roberto Busa, and the First Humanities Computing Center
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Events
Bank Competition, Bank Runs and Opacity
En savoir plusAbstractWe examine the competition among and the opacity of bankssubject to rollover risk. Banks imperfectly compete for uninsureddeposits and choose the opacity of their risky investment. In astatic setup, higher bank competition increases the deposit rate,which increases withdrawal incentives due to strategiccomplementarity and thus raises bank fragility. In a dynamic setupwith entry, a theory of…
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Events
Factor Models for Conditional Asset Pricing
En savoir plusAbstract:This paper develops a methodology for inference on no-arbitrage conditional asset pricing models linear in latent risk factors, valid when the number of assets diverges but the time series dimension is fixed, possibly very small. We show that the no-arbitrage condition permits to identify the risk premia as the expectation of the latent risk factors.…
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