Humboldt-Universität zu Berlin - Finance Group

Hauptseminar Financial Economics

Alex Stomper (HU Berlin)

Topics of the Hauptseminar in Financial Economics


  • Sovereign Credit Risk
    • Milbradt and Oehmke, 2011, Maturity Rationing, working paper. Mian and Santos, 2011, Liquidity Risk and Maturity Management over the Credit Cycle, NBER working paper.
    • Bolton and Jeanne, 2009, Structuring and Restructuring Sovereign Debt: The Role of Seniority, Review of Economic Studies.
    • Gennaioli, Martin, and Rossi, 2011, Sovereign Default, Domestic Banks and Financial Institutions, working paper.
    • Trebesch and Cruces, 2011, Sovereign Default: The Price of Hair- cuts, working paper.
  • Limits to Arbitrage and Commodity Markets
    • Bessembinder and Lemmon, 2002, Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets, Journal of Finance.
    • Acharya, Lochstoer, and Ramadorai, Limits to Arbitrage and Hedging: Evidence from Commodity Markets, working paper.
  • Risk Management
    • Adam, Dasgupta and Titman, 2007, Financial Constraints, Competition, and Hedging in Industry Equilibrium, Journal of Finance.
  • Risk Sharing Within Firms – Guiso, Pistaferri and Schivardi, 2005, Insurance within the Firm, Journal of Political Economy
    • Pistaferri, Guiso and Schivardi, 2010, Credit within the Firm, working paper.
    • Chen, Kacperczyk and Ortiz-Molina, 2012, Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers, Review of Finance