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Markets caught in the headlights

This talk is part of the Land Economy Departmental Seminar Series. It will be presented by Dr Dominik Rehse, Advisor to the Board at the Centre for European Economic Research (ZEW), Mannheim, Germany.
When Nov 08, 2017
from 04:00 PM to 05:00 PM
Where Mill Lane Lecture Room 1
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One of the most alarming features of the financial crisis in 2007 and 2008 was a strong drop in trading volume for mortgage-backed securities, credit derivatives and many other assets. Markets "froze" like deer caught in the headlights. The talk will introduce one likely explanation for such drops in liquidity and report the results of a quasi-experimental test in the real estate market.

Dr. Dominik Rehse is a Researcher and an Advisor to the Board at the Centre for European Economic Research (ZEW) in Mannheim, Germany. His research currently focusses on using machine learning methods for causal inference and economic modelling as well as on financial and real estate markets.

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