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Previous Research Seminars in Banking and Finance

The Department of Banking & Finance ay King's Business School organises bi-weekly research seminars in finance. The following research seminars are from previous years. For current events run by Banking & Finance, please see the right sidebar.

 

2022/2023 Academic Year

Semester 1:

12 October 2022: Tom Lubik (Richmond Fed)

19 October 2022: Lakshmi Naaraayanan (London Business School)

2 November 2022: Toni Ahnert (European Central Bank)

9 November 2022: Neeltje van Horen (Bank of England)

7 December 2022: Huan Tang (London School of Economics)

Semester 2:

8 March 2023: Xiao Xiao (Bayes Business School)

22 March 2023: Xiao Han (Bayes Business School)

5 April 2023: Nickolay Gantchev (Warwick Business School)

3 May 2023: Peter Spencer (University of York)

24 May 2023: Constantinos Antoniou (Warwick Business School)

2021/2022 Academic Year

Semester 1:

13 October 2021

Riccardo Sabbatucci (Stockholm School of Economics)

“Smart Beta Made Smart - Synthetic Risk Factors for Institutional and Retail Investors”

3 November 2021

Melvyn Teo (Singapore Management University)

17 November 2021

Mirco Rubin (EDHEC Business School, Nice), "Factors Common to Individual Stock and Sorted Portfolio Returns"

2020/2021 Academic Year

Semester 2:

  • 10 February 2021, Byoung-Hyoun Hwang (Cornell University), 15.00-16.00 GMT

  • 3 March 2021, Claudia Girardone (Essex Business School), 15.00-16.00 GMT

  • 31 March 2021, Will Cong (Cornell University), 15.00-16.00 GMT

  • 7 April 2021, Hugues Langlois (HEC Business School), 15.00-16.00 GMT 

  • 5 May 2021, Markus Pelger (Stanford University), 15.00-16.00 GMT

2019/2020 Academic Year

Semester 1

  • 9 October 2019, Massimiliano Marcellino (Bocconi University) – “Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions”. Bush House, Room (NE) 2.03, 15.00-16.00

  • 23 October 2019, Aubrey Poon (University of Strathclyde). Bush House, Room (NE) 2.03, 15.00-16.00

  • 13 November 2019, Victor de Miguel (London Business School) – “Crowding and Liquidity Provision in Factor Investing”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 27 November 2019. Malvina Marchese (Cass Business School). Bush House, Room (NE) 2.03, 15.00-16.00

  • 4 December 2019. Simon Reese (Lund University), Bush House, Room (NE) 2.03, 15.00-16.00

Semester 2:

  • 5 February 2020. Eryk Walczak (Bank of England), Bush House, Room (NE) 2.03, 15.00-16.00

  • 26 February 2020, Matteo Barigozzi (London School of Economics), Bush House, Room (NE) 2.03, 15.00-16.00

  • 18 March 2020, Katerina Petrova (Universitat Pompeu Fabra), Bush House, Room (NE) 2.03, 15.00-16.00

  • 25 March 2020, Cesare Robotti (Warwick Business School), Bush House, Room (NE) 2.03, 15.00-16.00

  • 1 April 2020, Claudia Girardone (Essex Business School), Bush House, Room (NE) 2.03, 15.00-16.00

  • 22 April 2020, Carlo Favero (Bocconi University), Bush House, Room (NE) 2.03, 15.00-16.00

  • 3 June 2020, Philipp Krueger (University of Geneva), Bush House, Room (NE) 2.03, 15.00-16.00

2018/2019 Academic Year

  • 10 October 2018 – Lorenzo Trapani (University of Nottingham) – “Testing for randomness in a random coefficient autoregression model”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 23 October 2018 – Dragana Cvijanovic (Kenan-Flagler Business School) – “CEO Compensation and Real Estate Prices: Pay for Luck or Pay for Action?”, Bush House, Room (SE) 1.03, 15.00-16.00

  • 7 November 2018 – Sean Holly (University of Cambridge) – ““Aggregate and firm-level volatility: The role of acquisitions and disposals”, Bush House, Room (SE) 1.03, 15.00-16.00

  • 14 November 2018 – Domenico Giannone (Federal Reserve Bank of New York) – “Global Trends in Interest Rates”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 21 November 2018 – Dimitris Korobilis (University of Essex) – “Variational Bayes inference in high-dimensional time-varying parameter models”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 5 December 2018 – Petros Dellaportas (University College London) – “Identifying and predicting jumps in financial time series”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 12 December 2018 – Gary Koop (Strathclyde Business School) – “Exchange rate predictability and dynamic Bayesian learning”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 29 January 2019 – Andreas Uthemann (LSE Systemic Risk Centre) – “Higher-Order Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service”, Bush House, Room (SE) 1.06, 13.00-14.00

  • 27 February 2019 – Wei Cui (University College London) – “Quantitative Easing”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 6 March 2019 – George Korniotis (University of Miami) – “Do Fundamentals Drive Cryptocurrency Prices?”, Bush House, Room (NE) 2.03, 15.00-16.00

  • 22 May 2019 – Ronald Gallant (Penn State University) – "Cash Flows Discounted Using a Model Free SDF Extracted under a Yield Curve Prior", Bush House, Room (NE) 2.03, 14.00-15.00

  • 5 June 2019 – Reimer Kuehn (King's College London) – "A structural model of market risks and why it matters", Bush House, Room (NE) 2.03, 13.30-14.30

  • 12 June 2019 – Alexandros Kostakis (University of Liverpool) – “Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?”, Bush House, Room (NE) 2.03, 15.00-16.00

 

2017/2018 Academic Year

  • 11 October 2017 –Andrew Harvey (Cambridge University) – “Dynamical conditional score (DCS) models: Volatility, EGARH-M, changing correlation, and heavy tails”

  • 25 October 2017 – Gino Cenedese (Bank of England) – “Currency Mispricing and Dealer Balance Sheets”

  • 8 November 2017 – Daniele Masssacci (Bank of England) – “Testing for Regime Changes in Large-dimensional Factor Models”

  • 15 November 2017 – Menelaos Karanasos (Brunel University London) – “A General Talk on a Number of Issues in Time Series Econometrics of Some Importance”

  • 29 November 2017 – Kate Phylaktis (Cass Business School) – “Global Liquidity, House Prices, and Policy Responses” 

  • 7 February 2018 – Claudio Piga (Keele University) – “The hidden side of dynamic pricing: Evidence from the airline market”

  • 8 March 2018 – Robert Taylor (University of Essex) – “Testing for Parameter Instability in Predictive Regression Models”

  • 14 March 2018 – Dong Lou (London School of Economics) – “IQ from IP: Simplifying Search in Portfolio Choice”

  • 28 March 2018 – Katerina Petrova (University of St Andrews) – “Robust Bayesian inference in the presence of distributional misspecification in VAR models”

  • 9 May 2018 – Adam Golinski (University of York) – “Monetary Policy at the Zero Lower Bound: Information in the Federal Reserve's Balance Sheet”

  • 16 May 2018 – Ana-Maria Fuertes (Cass Business School) – “Harvesting Commodity Styles: An Integrated Framework”

  • 18 May 2018 – Hashem Pesaran (University of Southern California) – “Uncertainty and Economic Activity: A Multi-Country Perspective"

  • 30 May 2018 – Daniel Paravisini (London School of Economics) – “How Sensitive is Young Firm Investment to the Cost of Outside Equity? Evidence from a UK Tax Relief”