Programm 23. Workshop
Transcrição
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. Hotelvorschläge in unmittelbarer TU-Nähe: Hotel Kaiserhof: http://www.hotel-kaiserhof.at/content/startseite.php Hotel Johann Strauss: http://www.hotel-johann-strauss.at/auswahl.html Hotel Papageno Vienna: http://www.hotelpapageno.at/ Wien-Information: http://www.wien.info/ http://www.wien.gv.at/