Tanja Brieden will present her paper "Anything but Equity - On Banks' Preference for Hybrid Debt" at the CEPR 9th Emerging Scholars in Banking and Finance Conference.
Paul Mayer's co-authored paper "Optimal Timing of Policy Interventions in Troubled Banks" has been accepted for publication in the Journal of Financial Intermediation.
The paper "Cardinality Constraints Meet Large-scale Portfolio" (Yuan Chen, Bo Peng, Immanuel Bomze and Nikolaus Hautsch) has been accepted for presentation at the CFE-CMStatistics 2024.
The paper "Extrapolative Beliefs, Strategic Complementarities, and Housing Booms" (Zhou Ren and Paul Mayer) has been accepted for presentation at the RBFC 2024.
Zhengyang Jiang (Kellogg School of Management, Northwestern University) will be visiting the VGSF from May 28 to 30, 2024 to teach a course on International Finance.
Markus Parlasca will present the paper “Voting and Trading on Proxy Advice” at the Financial Intermediation Research Society (FIRS) conference in Berlin, May 29-31, 2024.
The paper "The Effects of Europe’s 2020 Short Selling Bans on Securities Markets" (Bogdan Stankovski and Christian Westheide) has been accepted for presentation at the AFML 2023.
Natalija Kostic will present the paper "Accounting Changes and Enforcement of Bank Capital Requirements in a Crisis" at various conferences in September, 2023.
The paper "The Effects of Europe’s 2020 Short Selling Bans on Securities Markets" (Bogdan Stankovski and Christian Westheide) has been accepted for presentation at the 38th AWG.
Felix Fattinger dicusses the finding of his paper "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" on latest episode of the Rational Reminder Podcast.
Dominik Walter's, Rüdiger Weber's and Patrick Weiss' paper "Non-Standard Errors in Portfolio Sorts" has been accepted for presentation at the EFMA 2023.
Gyöngyi Lóránth's paper "Financing and Resolving Financial Conglomerates" has been accepted for presentation at the Fourth Conference on Financial Stability – Banco de España & CEMFI.
Leopold Sögners paper "Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Uni Root VAR" has been accepted for presentation at the ICEEE 2023.
Zhou Ren's paper "Currency Mismatch Exposures and Exchange Rate Shock: Impact on the Bank Lending Channel" has been accepted for presentation at the EEA 2023.
Viktoria Muthsam and Natalija Kostic will present their paper “Accounting Changes and Enforcement of Bank Capital Requirements in a Crisis” at four conferences
Tobin Hanspal's and Clemens Wagner's paper "Local Returns and Beliefs about the Stock Markets" has been accepted for presentation at the EFA 50th Annual Meeting.
Maximilian Schleritzko's paper “Revisiting Discount Rates: New Evidence from Surveys” has been accepted for the 11th Helsinki Finance Summit on Investor Behavior poster session, 2023.
VGSF faculty member Gyöngyi Loranth's joint paper "Voluntary support and ringfencing in cross-border banks" has been accepted for publication / Brown Bag Seminar on "Financing and Resolving Financial Conglomerates".
Markus Parlasca received the IQAM Research Center Best Discussant Prize at the European Winter Finance Summit (EWFS) 2023 for his discussion of "Dynamic Carbon Emission Management".
Zhou Ren will present his paper "Currency Mismatch Exposure and Exchange Rate Shock: Impact on the Bank lending channel" at the 12th International Conference of the FEBS from 1-4 June 2023.
Leopold Sögner presented his paper "Dynamic Factor Models and Mixed Frequency Data" at the Hitec Meeting & Workshop on Complex Data in Econometrics and Statistics
The papers "Asset Pricing In a World of Imperfect Foresight" and "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" have been accepted for presentation.
Congratulations to VGSF faculty members Christian Laux, Christian Wagner, and Josef Zechner / VGSF affiliated faculty member Tobin Hanspal / VGSF alumnus Patrick Weiß!
Elizabeth Rinde will present her paper “Impact of the Covid-19 Pandemic on the U.S. Corporate Bond Market” at the Paris Financial Management Conference from 19-21 December, 2022.
Maximilian Schleritzko will present his paper „Households’ Expectations of Returns on Gold” at the 6th HEC Paris Finance PhD Workshop on October 3rd, 2022.
The paper "Pricing and Constructing International Government Bond Portfolios” has been accepted to the JEF conference on September 23 at the University of Amsterdam Business School.
Borys Koval's joint paper “Do Investors Care About Negative Returns?” will be presented at the 28th Annual Meeting of the German Finance Association (DGF) from September 29 – October 1.
VGSF Program Director Alexander Muermann is the local organizer of the 49th Seminar of the European Group of Risk and Insurance Economists (EGRIE), which will take...
Josef Zechner has been elected chair of the European Finance Association (EFA) for a three-year period starting in 2023 at the 49th annual meeting of EFA in Barcelona.
Former VGSF student Alessandro Melone won the John A. Doukas Doctoral Best Paper Award at the European Fincancial Management Association (EFMA) annual meeting 2022
Borys Koval will present his paper "Bayesian reconciliation of the return predictability" at the 5th Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance in June 2022
The paper "Interest Rates, Competition, and Complexity: Demand and Supply of Retail Financial Products" will be presented at three different conferences
Giorgio Ottonello will give a presentation on the topic "Bank connections and firms' access to the bond market" as part of the Finance Brown Bag Seminar.
Tobin Hanspal’s papers "Consuming Dividends" and "The Characteristics and Portfolio Behavior of Bitcoin Investors: Evidence from Indirect Cryptocurrency Investments" have been accepted for publication
The WU Best Paper Award of the City of Vienna 2021 honors VGSF faculty member Rüdiger Frey, Kevin Kurt and Camilla Damian for their successful publication
The paper 'Optimal Timing of Policy Interventions in Troubled Banks' will be presented at the 27th Annual Meeting of the German Finance Association (DGF) and at the 10th Workshop Banks and Financial Markets
The papers 'Stock-Oil Comovement: Fundamentals or Financialization' and 'Factor Models with Drifting Prices' will be presented at the 27th Annual Meeting of the German Finance Association (DGF)
The papers 'Stock-Oil Comovement: Fundamentals or Financialization' and 'Factor Models with Drifting Prices' will be presented at the FMA 2021 annual meeting
Christian Laux’ paper “Accounting for Financial Stability: Bank Disclosure and Loss Recognition in the Financial Crisis” has been accepted for publication by the Journal of Financial Economics.
Alessandro Melone´s paper 'Monetary Policy and Bond Prices with Drifting Equilibrium Rates and Diagnostic Expectations' will be presented at the 2021 International Association for Applied Econometrics (IAAE) Annual Conference in June 2021.
The paper 'Stock-Oil Comovement: Fundamentals or Financialization' will be presented at the Commodity and Energy Markets Association (CEMA) Annual Meeting in June 2021.
The paper "Extrapolative Beliefs, Strategic Complementarities, and Housing Booms" (Zhou Ren and Paul Mayer) has been accepted for presentation at the RBFC 2024.
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