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The Cambridge-INET Institute

 

Emerging Market Currency Risk Around ‘Global Disasters’

Professor Giancarlo Corsetti has had a chapter published in CEPR's ebook "COVID-19 in Developing Economies". The chapter "Emerging Market Currency Risk Around ‘global disasters’: Evidence from the Global Financial Crisis and the COVID-19 Crisis" (joint with Simon Lloyd (Bank of England) and Emile Marin (PhD Candidate))

Published on: Wednesday 24th June 2020

Tags:

COVID-19

Markets

Currency

Risks

Theme: transmission


Anil Ari "Sovereign Risk and Bank Risk-Taking"

Former PhD student Anil Ari (currently at International Monetary Fund) will present his paper "Sovereign Risk and Bank Risk-Taking" at the NBER International Finance and Macroeconomic Meeting, in Cambridge MA, March 8th-9th 2018.

Published on: Monday 5th March 2018

Tags:

Sovereign Risk

Banks

Risks


Workshop on Tail Event Driven Risk Modelling

Cambridge-INET are hosting a Workshop on "Tail Event Driven Risk Modelling" in the Winstanley Lecture Theatre, Trinity College on Tuesday 5th May 2015 and Wednesday 6th May 2015.

Event Date: Tuesday 5th May 2015 - Wednesday 6th May 2015

Tags:

Modelling

Risks

Theme: empirical


Masterclasses with Paul Embrechts & Eric Ghysels

Cambridge-INET is hosting a Masterclasses with Professor Paul Embrechts (Mathematics and Director of RiskLab at ETH Zurich and Senior Chair-Holder at the Swiss Finance Institute) and Professor Eric Ghysels (Bernstein Distinguished Professor of Economics at the University of North Carolina - Chapel Hill and Professor of Finance at the Kenan-Flagler Business School).

Published on: Tuesday 1st April 2014

Tags:

Modelling

Risks

Econometrics

Theme: none