Recent seminars (under construction)
Recent seminars (under construction)
European Financial Management Association: Intraday dynamics of euro area sovereign credit risk contagion.
European Financial Management Association: Limits to credit risk arbitrage: Evidence from intraday euro sovereign debt markets.
Bank for International Settlements, Research Seminar: Euro area sovereign credit markets: monetary stimulations, regulations or economic fundamentals. What matters?
Swiss National Bank: The transmission of euro sovereign risk contagion: Evidence from intraday CDS and bond markets.
Karlsruhe Institute of Technology: Sovereign credit risk contagion.
Bank for International Settlements: Sovereign credit risk contagion.
University of Basel: Intraday dynamics of euro area sovereign credit risk contagion.