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Monday, October 31 2016| 2:00pm
IMéRA
IMéRA
thesis defenses
Emma Hooper
Essays on international finance and sustainable growth in natural resource rich countries
Friday, November 4 2016|
9:00am
to
1:00pm
VC Salle A
Centre de la Vieille-Charité - Salle A
autres
Introduction: Theories of Wellbeing; MOOCs on wellbeing (Miriam Teschl)
Friday, November 4 2016| 2:00pm
Château Lafarge
Château Lafarge - Salle de séminaires
thesis defenses
Antoine Bonleu
Housing market, regulation and labor market regulation
Monday, November 7 2016|
2:30pm
to
4:00pm
VC Cinéma le Miroir
Centre de la Vieille-Charité - Cinéma le Miroir
General seminars
amse seminar
Elise Huillery
Université Paris Dauphine
Aspirations failure and the escalation of social inequalities: Evidence from French teenagers
Tuesday, November 8 2016|
12:30pm
to
1:30pm
VC Salle 205
Centre de la Vieille-Charité - Salle 205
Internal seminars
phd seminar
João V. Ferreira
PhD 4th year
Tuesday, November 8 2016| 2:30pm
Château Lafarge
Château Lafarge - Salle de séminaires
Interdisciplinary seminars
finance seminar
Nicolas Dumas
Université Paris 2
The trade-off between selling shares and giving bonuses to stimulate employee suggestions: A theoretical model based on contract theory
Monday, November 14 2016|
11:00am
to
12:30pm
VC Cinéma le Miroir
Centre de la Vieille-Charité - Cinéma le Miroir
General seminars
amse seminar
Matthias Schündeln
Goethe Frankfurt University
The evolution of networks during the development process: Evidence from rural Gambia
Monday, November 14 2016| 2:30pm
Château Lafarge
Château Lafarge - Salle de séminaires
thesis defenses
Thomas Chuffart
Problèmes de choix de modèles dans la volatilité conditionnelle
Tuesday, November 15 2016|
1:15pm
to
2:00pm
VC Salle A
Centre de la Vieille-Charité - Salle A
Internal seminars
phd seminar
Erik Lamontagne
PhD 1st year
Tuesday, November 15 2016|
2:00pm
to
4:00pm
VC Salle 205
Centre de la Vieille-Charité - Salle 205
Thematic seminars
big data and econometrics seminar
Jean-Michel Zakoian
CREST, Lille University
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
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