SESSION IV
Speaker:
Ilze Kalnina, North Carolina State University, Poole College of Management; Piotr Orłowski, HEC Montréal
Date and Time:
Friday, April 21, 2023 - 3:15pm to 4:45pm
Location:
Fields Institute, Room 230
Abstract:
Cross-Section Dependence in Idiosyncratic Volatility
Ilze Kalnina, North Carolina State University, Poole College of Management
Asset, Variance, and Interest Rate Risk in the Cross-section of Equities and Corporate Bonds
Piotr Orłowski, HEC Montréal
Recording: https://www.youtube.com/watch?v=lVn4t1hfuDI
