On Thursday 12 December 2024, T. van der Zwan will defend the doctoral thesis titled: ‘Policy, Pricing and Prediction: Investigating Shock Dynamics, Equity Risk and Machine Learning‘.
- Promotor
- Co-promotor
- Date
- Thursday 12 Dec 2024, 10:30 - 12:00
- Type
- PhD defence
- Space
- Senate Hall
- Building
- Erasmus Building
- Location
- Campus Woudestein
Brief summary:
This dissertation is an interdisciplinary work in financial econometrics, where we developed methodologies and conducted empirical studies to address key topics in macro-finance and asset pricing. The first part, comprising chapters 2 and 3, focuses on the macro-finance literature, utilizing structural models within the contexts of macroeconomics and financial markets to explore the dynamics of economic shocks and policy impacts. The second part, comprising chapters 4 and 5, contributes to the empirical asset pricing literature, emphasizing frequency-specific risk in the cross-section of equity returns and the predictive performance of machine learning techniques.
- More information
The public defence will begin exactly at 10.30 hrs. The doors will be closed once the public defence starts, latecomers may be able to watch on the screen outside. There is no possibility of entrance during the first part of the ceremony. Due to the solemn nature of the ceremony, children under the age of 6 are not allowed during the first part of the ceremony.
