研究生学术年会之主题讲座一:On the Pacific Salmon Treaty
报告人:江深哲博士,北京大学新结构经济学研究院
时间:2018年11月30日(周五)上午9:30 ~ 12:00
地点:经济学院1教4036多媒体会议室
摘要:
This paper studies the optimal design of the Pacific Salmon Treaty, which was signed by the U.S. and Canada in 1999 to share salmon on the Pacific coast. Moral hazard exists because countries may steal from each other. If a country's observed output is suspiciously too high, the treaty either reduces the country's future share, or asks the country to make a monetary transfer to its opponent. On the theoretical front, the paper shows optimality differential equation, with appropriate boundary conditions has exactly two solutions. This result could highly increase the computational efficiency of such game. On the applied front, the paper calibrates a highly theoretical model to actual data and shows that it is optimal for the U.S. to pay Canada $328.94 million every 30.78 years. Switching to the optimal contract improves the total welfare by 1.55%.
报告人简介:
江深哲,2017年美国德克萨斯农工大学获经济学博士学位,现为北京大学新结构经济学研究院助理教授,主要研究领域为宏观经济理论,动态契约理论。曾为Journal of Economic Dynamics and Control,Economics Letter, 《经济学季刊》等多本经济学杂志作过评审。其工作论文 On the Pacific Salmon Treaty (《关于<太平洋三文鱼协定>》)现已在国际顶级期刊Economic Journal修改并重新提交(Revised and Resubmitted)。
研究生学术年会之主题讲座二:资产定价的发展及实证研究范式
报告人:尹玉刚博士,西南财经大学证券与期货学院
时间:2018年11月30日(周五)上午9:30 ~ 12:00
地点:经济学院1教4036多媒体会议室
摘要:
围绕金融学研究的核心问题所发展和衍生出的资产定价理论框架及其与经济学思想的联系;现代实证资产定价的研究范式和未来的研究方向。
报告人简介:
尹玉刚,2017年西南财经大学获经济学博士学位,现为西南财经大学证券与期货学院讲师,主要研究领域为实证资产定价和公司金融。在Journal of Behavioral Finance、Emerging Markets Finance and Trade、 Mathematical Problems in Engineering、China Finance Review International、 China Journal of Accounting Studies、《经济学季刊》等SSCI和CSSCI期刊发表论文多篇。担任《经济学季刊》、《金融学季刊》、Cogent Economics and Finance等期刊匿名审稿人。