October 17, 2019
8:30 a.m. - 6:00 p.m.
Central European University
Nádor utca 15.
Gender-specific role of risk and time preferences in saving decisions
János Kiss Hubert (ELTE)
Applying continuous-valued logic to model probability weighting functions in prospect theory
József Dombi, Tamás Jónás (ELTE)
Risk of liquidity and leverage in the Hungarian manufacturing industry
Péter Juhász (BCE)
Pure factor megatrend investments
Helena Naffa, Máté Fain (Aegon, BCE)
Performance evaluation of absolute return funds – Detecting performance manipulation
Dávid Rácz (BCE)
Cyber risk in the financial sector
Anita Tikos (MNB)
What causes bitcoin volatility?
Hans Byström, Dominika Krygier (Lund University)
Implied correlation and volatility smile
Sándor Misik (BCE)
The importance of the default fund stress test calibration in case of central clearing
Melinda Friesz, Kata Váradi (BCE, Keler)
International vs. local credit ratings for structured products
György Varga, Leonardo Alvarenga (FCE-Brasil)
Financial inclusion and debt consolidation
Edina Berlinger (BCE)
Asset price impacts of commodity price shocks: Can the two oils (Palm and Brent) hedge local stocks?
Péter Szilágyi (CEU), Jonathan Batten (Universiti Utara Malaysia), Harald Kinateder (University of Passau), Niklas Wagner (University of Passau)
Wrong way risk of retail loans
Edina Berlinger, Barbara Dömötör (BCE)
Participation on the conference is free, but subject to prior registration.
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