Uncovered Interest Parity in High Frequency
3 Dec 2024
13:00 -14:15
Times are shown in local time.
Open to: All
Chen-Tsao Lecture Theatre, Cambridge Judge Business School
Trumpington St
Cambridge
CB2 1AG
United Kingdom
Join our Finance seminar
Speaker: Professor Philippe Mueller, Warwick Business School
About the seminar topic
Further details will be added when confirmed.
Speaker bio
Philippe Mueller is a Professor of Finance at Warwick Business School. He holds a PhD in finance and economics from Columbia University. His research interests are in macro-finance, international finance, empirical asset pricing, and financial econometrics.
His current work includes studying factors that price the cross-section of stocks and bonds, intraday patterns in foreign exchange markets, corporate credit provision, central bank swap lines, and volatility in fixed income and currency markets. His research has been published in the Journal of Finance, the Review of Financial Studies, the Journal of Financial Economics, and the Review of Finance. Recently, the paper “Priced Risk in Corporate Bonds” (joint with Dickerson and Robotti) was awarded the Fama–DFA Prize for the best capital markets and asset pricing research paper published in the Journal of Financial Economics in 2023.
Register
No registration required. If you have any questions about this seminar, please email the Finance Subject Group Administrator.