2019 events

Past events

Life Insurance Innovation – The SCOR Way

Thursday 4 April 2019

The life insurance ecosystem is changing. Insurers are realising that they need to innovate to engage with their customers and enhance the customer experience.

Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume

Wednesday 13 March 2019

We introduce a new joint test for the order of fractional integration of a multivariate fractionally integrated vector autoregressive [FIVAR] time series based on applying the Lagrange multiplier principle to a feasible generalised least squares estimate of the FIVAR model obtained under the null hypothesis.

Are Professional Forecasters Bayesian?

Wednesday 20 February 2019

Dr Manzan investigates how professional forecasters update their uncertainty forecasts of output and inflation in response to macroeconomic news.

Joint Research Seminar Management and Politics

Wednesday 13 February 2019

A joint seminar between The York Management School Equality, Justice and Ethics research theme and Politics Comparative Politics and Public Policy research cluster.

Performance effects of complementarity between environmental management systems and environmental technologies

Wednesday 6 February 2019

This paper analyzes whether the performance effects of environmental management systems (EMS) and environmental technologies (ET) can be enhanced by the complementarity between them.

Dynamic Capital Structure Choice and Investment Timing

Wednesday 23 January 2019

This is joint work with Engelbert J. Dockner and Richard F. Hartl. The paper considers the problem of an investor that has the option to acquire a firm.

Deposit claims, liquidity crises, and ‘bad bank’ policies

Wednesday 16 January 2019

A joint work with Tianxi Wang (Essex). We present a General Equilibrium model that explains three important features of bank deposits.

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