IES "Special Workshop"（Speaker：Toshiaki Watanabe）
Details
Date and Time: Tuesday, 16 January 2018, 16:30-18:00
Speaker: Toshiaki Watanabe (Institute of Economic Research, Hitotsubashi University)
Title: Predictability of Excess Bond Premium and Variance Risk Premium for Business Cycles and Recession Risk
Chair: Daisuke Nagakura
Place
South School Building, #457 (5th fl.)
Notes
Host: the Institute for Economic Studies at Keio University
Joint with Special Workshops and Econometrics Workshop
Joint with Special Workshops and Econometrics Workshop
Date
2018/01/16(Tue)
Event Reports
The last seminar of Special Workshop series on 2017 academic year was held jointly with Econometrics Workshop, inviting Professor Toshiaki Watanabe (Hitotsubashi University), who is the winner of the 2012 Japan Statistical Society Research Achievement Award.
The seminar is about whether variance risk premium can be useful for predicting business cycle, showing an interesting result about the differences in the usefulness among countries.