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Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here

 
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Brief description: The Centre provides common services for its researchers and for the users of its research, and it obtains funding for the activities it develops.

Website: http://www.cepr.org

Telephone: +44 (0)20 7183 8801

Blog URL: http://www.voxeu.org/

Joined: March 1st, 2011

Activity

The Centre for Economic Policy Research wrote a new blog post titled Distilling the Macroeconomic News Flow (CEPR DP9360)

Distilling the Macroeconomic News Flow Author(s): Alessandro Beber, Michael Brandt, Maurizio Luisi CEPR Discussion Paper Number 9360 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 24/02/2013 Keyword(s): disagreement., macroeconomic news, nowcasting JEL(s): G12 Abstract: We propose a simple cross-sectional technique to extract daily latent factors from economic news releases available at different dates and frequencies. Our approach can effectively handle the large number of heterogeneous...
(2121 days ago)

The Centre for Economic Policy Research wrote a new blog post titled Skewness Risk Premium: Theory and Empirical Evidence (CEPR DP9349)

Skewness Risk Premium: Theory and Empirical Evidence Author(s): Thorsten Lehnert, Yuehao Lin, Christian C Wolff CEPR Discussion Paper Number 9349 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE) Date of Publication: 17/02/2013 Keyword(s): asset pricing, central moments, investor sentiment, option markets, risk aversion, skewness risk premium JEL(s): C15, G12 Abstract: Using an equilibrium asset and option pricing model in a production economy under jump diffusion, we show theoretically that the aggregated excess...
(2127 days ago)

The Centre for Economic Policy Research wrote a new blog post titled Capital, Trust and Competitiveness in the Banking Sector (CEPR DP9348)

Capital, Trust and Competitiveness in the Banking Sector Author(s): Thomas Gehrig CEPR Discussion Paper Number 9348 Paper Details | PDF Download* | Purchase Electronic | Purchase Printed Programme Area(s): Financial Economics (FE), Public Policy (PP) Date of Publication: 17/02/2013 Keyword(s): bank capital, Basel process of capital regulation, trust JEL(s): E58, G01, G21, H63 Abstract: This note critically assesses the Basel reform process of capital regulation. It highlights the political nature of this process and argues that the absence of clearly spelled-out societal...
(2127 days ago)