May 29, 2017
On May 29, 2017, Dr. Matthew Ames (Institute of Statistical Mathematics, Japan) presented his paper, “Which Risk Factors Drive oil Futures Price Curves? Speculation and Hedging in the Short-Term and Long-Term” in the faculty seminar of ICS Finance Group.

 

Apr. 17, 2017
On April 17, 2017, Prof. Stefan Trueck (Macquarie University) presented his paper,”Convenience Yield Risk Premiums” at ICS Finance Faculty Seminar.

 

Apr. 3, 2017
On April 3, 2017, Dr. Gareth Peters (University College London, ) presented his paper,”Dynamic State-Space and Covariance Regression Models for Multiple Yield Stress Testing” at ICS Finance Faculty Seminar.

 

Apr. 3, 2017
On April 3, 2017, Dr. Andrea Macrina (University College London) presented his paper,”Across-Curve Pricing” at ICS Finance Faculty Seminar.

 

Oct. 24, 2016
On Oct. 24, 2016, Dr. Fernando Duarte (FRB NEW YORK) presented his paper,”Financial Vulnerability and Monetary Policy” (coauthored with Tobias Adrian) at ICS Finance Faculty Seminar.

 

June 10, 2016
On June 10, Prof. Ruslan Goyenko (Desautels Faculty of Management, McGill University) presented his paper, “When options market disagrees” (coauthored with Mathieu Fournier and Gunnar Grass) at ICS Finance Faculty Seminar.

 

May 19, 2016
On May 19, Prof. Yacine Ait-Sahalia (Otto A. Hack 1903 Professor of Finance and Economics, Princeton University) presented his paper, “A Hausman Test for the Presence of Market Microstructure Noise in High Frequency Data” (joint with Dacheng Xiu) at ICS Finance Faculty Seminar.

 

April 25, 2016
On April 25, Prof. Yoann POTIRON (Keio U.) presented his paper, “Estimating the integrated parameter in the locally parametric model in high-frequency data” at ICS Finance seminar.

 

April 14, 2016
On April 14, Prof. Jiro Yoshida (Penn State U) presented his paper entitled, “Inflation rates are very different when housing rents are accurately measured” (co-authored with Brent W. Ambrose and N. Edward Coulson) at ICS Finance seminar.
April 4, 2016
On April 4, Prof. Matthew Richardson (Charles Simon Professor of Applied Financial Economics, Director, New York University Salomon Center) visited ICS finance group and presented his paper entitled,“The Complexity of Liquidity: The Extraordinary Case of Sovereign Government Bonds.”(co-authored with Jacob Boudouhk (IDC), Jordan Brooks (AQR), Zhikai Xu(AQR))

 

February 15, 2016
Prof. Ghon Rhee (Professor of Finance, Shidler College Distinguished Professor, Shidler College of Business, University of Hawaii at Manoa, and President of Asian Finance Association) held a seminar in the Financial Strategy Program.
On Feb. 15, Prof. Ghon Rhee (Professor of Finance, Shidler College Distinguished Professor, Shidler College of Business, University of Hawaii at Manoa, and President of Asian Finance Association) visited ICS finance group and presented his paper entitled, “Corporate Governance and Dividend Payout: Substitutes or Complements?” (co-authored with Debarati Bhattacharya and Wei-Hsien Li).

 

December 16, 2015
Prof. Alaudeen Hameed (Provost’s Chair, Head of Department, Finance, National University of Singapore Business School) held a seminar in the Financial Strategy Program.On December 16, Prof. Alaudeen Hameed (Provost’s Chair, Head of Department, Finance, National University of Singapore Business School) presented his paper “Dividend Clientele and Return Comovement” (coauthored with Jing Xie)at the faculty seminar of Finance Group of ICS.

 

November 16, 2015
Dr. Kei Kawakami (Department of Economics, University of Melbourne) held a seminar in the Financial Strategy Program.On November 16, Dr. Kei Kawakami (Department of Economics, University of Melbourne) presented his paper, “Identifying Trading Motives in A Linear-Quadratic Model,” in the faculty seminar.

 

November 5, 2015
Professor Motohiro Yogo (Princeton University) held a seminar in the Financial Strategy Program.On November 5, Professor Motohiro Yogo, Department of Economics, Princeton University visited Hitotsubashi University’s Financial Strategy Program (FS) faculty. This was his second time visit to Hitotsubashi, following his first visit at the 2014 FMA Asian conference. Professor Yogo, after several productive meetings with the FS faculty, presented his paper entitled “An Equilibrium Model of Institutional Demand and Asset Prices” in the FS research seminar series.

 

April 16, 2015
Prof. Yuki Sato (University of Lausanne and Swiss Finance Institute) presented his paper, “Innovation, Delegation, and Asset Price Swings,” in the faculty seminar.http://www.swissfinanceinstitute.ch/faculty_research/faculty/list_professors_local/local_professors_sato.htmhttp://www.crml.ch/index.php?id=18
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December 9, 2014
Dr. Katja Ignatieva (Risk and Actuarial Studies, UNSW Business School, The University of New South Wales, Australia) presented her paper, “Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market, ” (coauthored with Jose Da Fonseca and Jonathan Ziveyi) in the faculty seminar.https://www.business.unsw.edu.au/our-people/katjaignatieva#horizontalTab1
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May 21, 2013
Prof. Franklin Allen (Nippon Life Professor of Finance and Economics, Wharton School, University of Pennsylvania) gave a talk entitled “Is Finance a Force for Progress?” in the joint special lecture by the ICS Finance Group and the Nippon Finance Association.https://fnce.wharton.upenn.edu/profile/903/
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September 7, 2012
Professor Edward C. Prescott (Nobel Laureate 2004, FRB Minneapolis and Arizona State University) presented his paper, “On Financing Retirement with an Aging Population,” (coauthored with Ellen R. McGrattan) in the faculty seminar.http://www.minneapolisfed.org/research/prescott/
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May 24, 2012
Professor Dimitri Vayanos (London School of Economics) presented his paper, “A Theoretical Analysis of Momentum and Value Strategies” in the faculty seminar.http://personal.lse.ac.uk/vayanos/
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April 23, 2012
Professor YUPANA WIWATTANAKANTANG (National University of Singapore) talked about her latest research, “Are US CEOs underpaid?” in the faculty seminar.https://apps-bschool.nus.edu.sg/asp/staffprofile/cv.asp?id=2385
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March 12, 2012
Professor Guillaume Plantin (Toulouse School of Economics) presented his paper, “Shadow Banking and Bank Capital Regulation,” in the faculty seminar.http://www.gplantin.net/Research.htm
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