[CvGmt News] avviso NO FREE LUNCH SEMINAR seminari di finanza quantitativa prof. Roberto Baviera (19.02.2015)

[Valeria Giuliani]

NO FREE LUNCH SEMINAR

seminari di finanza quantitativa


Giovedì 19 febbraio 2014

ore 13.00

*Scuola Normale Superiore*

Pisa

Aula Bianchi (Scienze)



*Roberto Baviera*

*Financial Engineering, Dipartimento di Matematica, Politecnico di Milano*



Terrà un seminario dal titolo:



*“**A thermometer for financial instability in the euro area economy and *

*the role of carry trade**”*



*Abstract:*

*This study suggests a simple financial instability indicator for the euro
area economy.*

*It works as a discrete thermometer with three possible outcomes depending
on the severity of the crisis. This indicator is based on the specific
shape of the credit term structure for the two main peripheral countries in
the area. The paper discusses how some key features of term structure are
linked to government debt carry trade.*

*In order to assess the performance of the proposed market-based indicator,
the paper shows how the identified episodes of financial turmoil are
related with the timing and the intensity of unconventional measures in the
euro area.*


Tutti gli interessati sono invitati a partecipare.

Classe di Scienze Matematiche e Naturali


Valeria Giuliani
Scuola Normale Superiore
Servizio alla Didattica e Allievi
tel. 050 509260
Piazza dei Cavalieri, 7
56126 Pisa
E-mail: valeria.giuliani at sns.it
E-mail: classi at sns.it
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