(SCOR-PSE Chair) Newsletter #3 - December 2019
The SCOR-PSE Chair on Macroeconomic Risk has been launched in June 2018. Held by PSE, it is financed by the SCOR Foundation for Science.
Under the scientific leadership of Gilles Saint-Paul (PSE, ENS) and the executive leadership of Axelle Ferriere (PSE, CNRS), the SCOR–PSE chair aims to promote the development and dissemination of research into a number of areas linked to the issue of macroeconomic risk.
To contribute to this goal, a newsletter is released twice a year, summarizing the research performed and promoted within the Chair (to read the previous newsletters, follow this link).
Risk-Centric Macroeconomics
An Interview with Ricardo Caballero (Massachusetts Institute of Technology)
Strategic Default in Financial Networks
By Nizar Allouch (University of Kent)
The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach
By Romain Rancière (University of Southern California)
Understanding Uncertainty Shocks and the Role of Black Swans
By Anna Orlik (Federal Reserve Board)