Programm 23. Workshop

EINLADUNG
zum
23. Workshop
der
Austrian Working Group on Banking and Finance
12. / 13. Dezember 2008
Ort: Boecklsaal, Technische Universität Wien,
Karlsplatz 13, 1040 Wien
Programm: 23. AWG
Freitag, 12.12.2008
Session 1 (14:00 - 15:30): Peter Steiner (Chairperson)
14:00-14:30
Alt/Berrer/Kunst (Economica, University of Vienna):
An Early Warning System for Currency Crises Based on a Forecast
Combination Approach
14:30-15:00
Klöppel/Reda/Schachermayer (Vienna University of Technology,
University of Vienna):
Importance Sampling for Credit Risk Portfolios via Auxiliary, Rotational
Invariant Densities
15:00-15:30
Hanke (University of Innsbruck):
Pricing Options on Corporate Bonds
15:30-16:00
Kaffeepause
Session 2 (16:00 - 17:00): Helmut Uhlir (Chairperson)
16:00-16:30
Bock/Mestel (University of Graz):
A regime-switching pairs trading strategy
16:30-17:00
Aussenegg/Cech (Vienna University of Technology, University of
Applied Sciences bfi Vienna):
Simple Time-Varying Copula Estimation
17:00-17:30
Kaffeepause
Session 3 (17:30 - 18:30): Otto Lucius (Chairperson)
17:30-18:00
Frühwirth/Kobialka (Vienna University of Economics and Business
Administration):
Do Equity Tax Shields Reduce Debt Ratios? The Austrian Case
18:00-18:30
Lang/Lawrenz (University of Innsbruck):
Testing the robustness of the firm valuation approach by Schwartz/Moon
19:00
Gemeinsames Abendessen
Samstag, 13.12.2008
Session 4 (9:00 - 10:30): Wolfgang Aussenegg (Chairperson)
09:00-09:30
Palan (University of Graz):
Rationality and Efficiency in Experimental Asset Markets
09:30-10:00
Huber/Kirchler/Stöckl (University of Innsbruck):
Bubble or no Bubble - The Impact of Model Design on the Formation of
Price Bubbles in Experimental Asset Markets
10:00-10:30
Bank/Peter (University of Innsbruck):
Information Asymmetries, Bid-Ask-Spreads, and the Pricing of Stocks
10:30-11:00
Kaffeepause
Session 5 (11:00 - 12:30): Michael Hanke (Chairperson)
11:00-11:30
Dangl/Halling (Vienna University of Technology, University of Utah):
Predictive Regressions with Time-Varying Coefficients
11:30-12:00
Paulhart/Rainer/Haiss (Vienna University of Economics and Business
Administration):
Do Foreign Banks Raise The Risk Of Foreign Currency Lending In Central
And Eastern Europe?
12:00-12:30
Fahrbach (Vienna University of Economics and Business
Administration):
Mean-Variance Asset Pricing after variable Taxes
Um Anmeldung bis 2. Dezember 2008 unter
http://www.bwg.at/bwg/bwg_2007.nsf/alldocs/871E624C0C2FDD6FC1257455005C2531?O
penDocument
oder unter
[email protected]
wird gebeten.
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