Centre for Asset Pricing Research (CAPR)

News

2025

• BI Thursday, May 15, 2025

  Pricing of Nature and Climate Risk

  Folketrygdfondet and BI Norwegian Business School are pleased to invite you to our investment conference in Oslo on 15 May 2025. The conference is by invitation only.

• BI Tuesday, March 11, 2025

  Is the US in a recession?

  The recent yield curve inversion at the end of 2022 has raised attention to the increased likelihood of a recession.

• BI Wednesday, January 29, 2025

  Extrapolative Learning and Stock Market Entry and Exit

  When we look at the amount of people enter or exit the stock market each year, one striking observation is how much it varies over time, and how it responds to the returns.

2024

• BI Thursday, August 22, 2024

  The Fairytale of Cryptocurrencies

  Bitcoin and other cryptocurrencies are generating significant buzz. Proponents of cryptocurrencies use terminology that might lead us to believe they represent the future of money.

• BI Tuesday, February 13, 2024

  Bache’s Gift from the Norwegian Public

  Expanding NBIMs empire to include private equity sounds like fun for an active fund manager. Having fun at your own cost is all well and good, however, having it at somebody else’s cost is not fair.

• BI Saturday, January 13, 2024

  The Norwegian housing market: how did we get here and where are we going?

  Two large shocks have rattled the macroeconomy over the past years. First, the pandemic and the international lock-down in early 2020. Second, the spike in inflation and interest rates in late 2021.

• BI Saturday, January 13, 2024

  What do bond issuances by financial institutions signal?

  Credit, business, and financial market cycles are intricately connected.

2023

• BI Friday, June 16, 2023

  Prestigious grant to BI researcher Paul Ehling

  Professor of Finance Paul Ehling receives funding from the Centre for Advanced Study (CAS) to study the behaviour of different types of investors and how it affects wealth distribution.

• External link Friday, June 16, 2023

  Blog: Diversification is Not a Free Lunch

• External link Monday, May 29, 2023

  Blog: Do Quantum Computers Pose an Operational Risk for Financial Institutions?

• External link Tuesday, May 16, 2023

  Blog: The Risks and Benefits of Collateralized Loan Obligations

  Imagine you are a bank that lends money to companies with low credit ratings. You know that these loans are risky, but you also know that they offer high returns. How do you balance the trade-off between risk and reward?

• External link Thursday, April 13, 2023

  ESG Conference 13 April

  The Centre for Asset Pricing Research (CAPR) at BI Norwegian Business School is pleased to invite academics, investors, practitioners, policymakers, and other interested parties to our ESG Conference in Oslo on April 13, 2023.

• External link Wednesday, April 12, 2023

  Blog: The 300 Trillion-Dollar Issue

  It all started on a cloudy day in July 2017. The head of the Financial Conduct Authority (FCA), Andrew Bailey, was frustrated. His agency was overseeing the daily publication of the London Interbank Offered Rate (Libor), an interest rate that should reflect banks’ short-term funding costs.

2022

• BI Monday, August 22, 2022

  The 10th Workshop on Investment and Production-Based Asset Pricing

  The 2022 edition of the Workshop on Investment and Production-Based Asset Pricing will take place at BI, in person. More information will follow.

• HHS Friday, June 10, 2022

  The 8th BI-SHoF Conference on Asset Pricing and Financial Econometrics”

  The Swedish House of Finance is hosting the 2022 edition of the BI-SHoF conference in Stockholm. More information will follow.

• BI Monday, January 10, 2022

  Sven Klingler wins prestigious ERC Grant for research project on financial frictions

  Associate Professor Sven Klingler receives a € 1,5 million ERC Starting Grant for his research project on frictions between lenders and borrowers in financial markets.

2021

• External link Monday, November 22, 2021

  Corona Crisis Charts: Implications of Covid-19

  Up to date. Presentation by Dagfinn Rime.

• External link Wednesday, August 25, 2021

  European Finance Association Conference 2021

  The 48th Annual EFA meeting will be virtual from Milan 25-27 August 2021. Dagfinn Rime will be one of the Session Chairs

• External link Thursday, June 24, 2021

  Sven Klinger receives funding from the Young Talents programme at the RCN

• External link Saturday, March 20, 2021

  Economic expectations – Students’ perspective

  Report based on a survey answered by BI finance students. The purpose of the survey was to gain insight into students’ economic expectations.

2020

• External link Thursday, August 20, 2020

  European Finance Association Conference 2020

  The 47th Annual EFA meeting will be virtual from Helsinki 20-21 August 2020. Professors from the Centre contribute to sessions of the conference.

  Dagfinn Rime is session chair for NBIM: Understanding the Long-Run Drivers of Asset Prices.
  
  

  The following Research Papers co-authored by Professors from the Centre will be presented:
  
  

  Real Efffects of Investment Fraud by Samuli Knüpfer
  Session: Financial Misconduct in Household Finance
  
  

  Film Uncertainty and Household Spending by Ivan Alfaro
  Session: Uncertainty, More or Less
  
  

  CEO Health and Corporate Governance by Samuli Knüpfer
  Session: Health and Finance
  
  

  Fixing the Fix? Assessing the Effectiveness of the 4pm Fix by Dagfinn Rime
  Session: Empirical Advances in International Finance

   

  For the full online programme, please click here.

• External link Tuesday, April 7, 2020

  Corona Crisis Charts: Implications of Covid-19

  Presentation by Dagfinn Rime

2019

• External link Tuesday, October 1, 2019

  UCLA Anderson

  Tatyana Marchuk gave a talk at UCLA Anderson on 8 November 2019.

• External link Tuesday, May 7, 2019

  Showcasing women in finance EU

  Tatyana Marchuk gave a talk at the Showcasing Women in Finance EU on 22 November 2019.

2018

• External link Friday, June 1, 2018

  5/5 assessment in the Evaluation of Social Sciences in Norway by the Research Council

  Our research group Asset Pricing and Investor Behavior received a 5/5 assessment in the Evaluation of Social Sciences in Norway by the Research Council.