Th, Sept. 25,

16:15-18:00; Nicole Branger, University of Muenster- Germany;

Pricing two Trees when Trees and Investors are Heterogeneous [Seminar Flyer]

Th, Oct. 02

16:15-18:00; Vassilis Polymenis, Aristotle University, GR ;

Skewness in Asset Pricing [Seminar Flyer]

Th, Oct. 09

16:15-18:00; Andrianos Tsekrekos, AUEB, GR;

Forecasting Implied Volatility Surfaces: A Parametric and Non-Parametric Approach [Seminar Flyer]

Th, Oct. 16

16:15-18:00; Luc Bauwens, Louvain University – Belgium;

Forecasting Long Memory processes subject to Structural Breaks [Seminar Flyer]

Th, Oct. 23

16:15-18:00; Maria-Eleni Athanasopoulou – International Monetary Fund, & University of Southern California Los Angeles, US;

Periodic New Keynesian Monetary Models and the Term Structure of Interest rates [Seminar Flyer]

Th, Oct. 30

16:15– 18:00; Stelios Arvanitis, AUEB, GR;

Valid Stochastic Expansions for the Asymptotic Approximation of the Distributions of Three Indirect Estimators [Seminar Flyer]

Th, Nov. 06

16:15-18:00; Jens Jackwerth, University of Konstanz – Germany;

Recovering Delisting Returns of Hedge Funds [Seminar Flyer]

Th, Nov. 13

16:15-18:00; Zvi Wiener, Hebrew University of Jerusalem – Israel;

Credit Risk Spreads in Local and Foreign Currencies [Seminar Flyer]

Th, Nov. 20

16:15-18:00; Pedro Santa Clara, UCLA – US;

Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole  [Seminar Flyer]

Th, Nov. 27

16:15 -18:00; Ales Cerny, City University, UK;

Optimal Hedging With Higher Moments [Seminar Flyer]

Th, Dec. 04

16:15- 18:00; Andrew Patton, University of Oxford, UK;

Systematic Risk and Information Flows [Seminar Flyer]

Th, Dec. 18

16:15 -18:00; Ioannis Floros Bussiness University of Iowa -US;

A Comparison of Initial Public Offerings and Reverse Mergers as Alternate Mechanism to Going Public [Seminar Flyer]

CHRISTMAS HOLIDAYS

Th, Jan. 15

16:15-18:00; Michalis Anthropelos, University of Texas at Austin- US;

On Agent’s Agreement and Partial Equilibrium Pricing in Incomplete Markets [Seminar Flyer]