10th Advances in Macro Finance
September 20-21, 2019
|Friday, September 20, 2019
|9:30 to 11:30 a.m.
- Late to Recessions: Stocks and the Business Cycle
Roberto Gomez Cram (London Business School)
- Government Risk Premium Puzzle
Zhengyang Jiang (NWU Kellog)
Hanno Lustig (Stanford GSB)
Stijn Van Nieuwerburgh (Columbia Business School)
Mindy Z. Xiaolan (UT Austin McCombs)
|Noon to 1:30 p.m.
|1:30 to 3:30 p.m.
- Agency in Intangibles
Colin Ward (University of Minnesota)
- Q: Risks, Rents, or Growth?
Alexandre Corhay (University of Toronto)
Howard Kung (London Business School)
Lukas Schmid (Fuqua School of Business)
|3:30 to 4 p.m.
|4 to 6 p.m.
- Risk-Sharing and Investment According to Cournot an Arrow-Debreu
Daniel Neuhann (UT Austin McCombs)
Michael Sockin (UT Austin McCombs)
- Interbank Trading, Collusion, and Financial Regulation
Dean Corbae (University of Wisconsin-Madison)
Michael Gofman (University of Rochester)
|Saturday, September 21, 2019
|8:45 to 10:45 a.m.
- Unconventional Monetary Policy and Funding Liquidity Risk
Adrien d'Avernas (Stockholm School of Economics)
Quentin Vandeweyerz (European Central Bank and Sciences Po.)
Matthieu Darracq Paries (European Central Bank)
- Prudential Monetary Policy
Ricardo J. Caballero (MIT), Alp Simsek (MIT)
|10:45 to 11 a.m.
|1 to 3 p.m.
- Credit Cycles with Market-Based Household Leverage
William Diamond (Wharton School)
Tim Landvoigt (Wharton School)
- Interbank Networks in Shadows of the Federal Reserve Act
Haelim Anderson (Federal Deposit Insurance Corporation)
Selman Erol (Carnegie Mellon University)
Guillermo Ordonez (University of Pennsylvania)
|1 to 2:30 p.m.
||LUNCH AND ADJOURN
Organized by: Tetiana Davydiuk, Selmon Erol, Deeksha Gupta, and Finn Kydland