Seminar Slides

Wharton Finance lunch, March 2009

Presentation of Diebold-Yilmaz, "Forecast-Based Measurement of Volatility Spillovers," Lisbon, January 2009

Discussion of Goetzman et al., "...Beta Instability Risk," American Finance Association meeting, San Francisco, January 2009

Christensen, Diebold and Rudebusch, ARB-Free Yield Curve Modeling, University of Chicago, November 2008

Diebold and Yilmaz, Equity Market Spillovers in the Americas, Bank of Chile, November 2008

Diebold and Strasser, September 2008

Aruoba, Diebold and Scotti, September 2008

Christensen, Diebold, Rudebusch and Strasser, Rio, July 2008

Discussion of Xavier Gabaix paper, Western Finance Assoc. Meeting, Hawaii, June 2008

Engle Festschrift Conference, June 2008 (Macroeconomic Volatility and Stock Market Volatility, Worldwide)

Royal Economic Society, March 2008

Mont Tremblant Risk Management, March 2008

Modeling and Forecasting Term Structures of Government Bond Yields

Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

Discussion of Giacomini and Rossi’s “Non-Nested Model Selection in Unstable Environments” (FRB Cleveland)

Real-Time Price Discovery in Financial Asset Markets

Modeling and Forecasting Term Structures of Government Bond Yields (revised)