KAEA Macro Virtual Seminar Dec 3, 2020 8:00 PM Eastern (10:00 AM Friday in Korea) Speaker: Hyunseung Oh (Federal Reserve Board) Title: Quantifying Real Exchange Rate Disconnect Join Zoom Meeting https://wustl.zoom.us/j/93233489490?pwd=cThWVjRDRy9pRzVVZjROZGNJTVRBdz09 Meeting ID: 932 3348 9490 Passcode: 752086

Presenter: Donggyu Kim (KAIST) (https://sites.google.com/site/donggyukim0329/) Title: Dynamic Realized Quantile Regression Models Abstract: Quantile regression models are widely used in the modern risk management. To capture quantile dynamics of stock returns, we often employ low-frequency information such as squared stock returns. However, in the high-frequency literature, it is well-studied that incorporating the high-frequency information such as realized […]