CSRA December Agenda and Abstract

Paper: Characterising the financial cycle: a multivariate and time-varying approach
Presented by Paul Hiebert, European Central Bank

Sovereign, Bank and Insurance Credit Spreads: Connectedness and System Networks
Presented by Mila Getmansky Sherman, University of Massachusetts Amherst

The Systemic Effects of Benchmarking
Presented by Gustavo Schwenkler, Boston University

A New Dynamic House-Price Index for Mortgage Valuation and Stress Testing
Presented by Richard Stanton, UC Berkeley