Carnegie Mellon University
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10th Advances in Macro Finance
Tepper-LAEF Conference

September 20-21, 2019
Pittsburgh, PA

Conference Schedule [pdf]

Friday, September 20, 2019
9:30 to 11:30 a.m.

SESSION 1

  • 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. LUNCH
1:30 to 3:30 p.m. SESSION 2
  • 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. BREAK
4 to 6 p.m. SESSION 3
  • 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)
8:15 p.m. DINNER: TBD
Saturday, September 21, 2019
8:45 to 10:45  a.m. SESSION 4
  • 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. BREAK
1 to 3 p.m. SESSION 5
  • 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