Financial Markets Presenters for 2017

Program Coordinator: David A. Cimon

Date Presenter Institution Paper Research Area
March 23, 2017 Yesol Huh Federal Reserve Board Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs Market Microstructure
April 6, 2017 Ryan Riordan Queens University Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market Fixed Income
April 26, 2017 Sebastian Infante Federal Reserve Board Bond Market Liquidity and the Role of Repo Market Microstructure
May 18, 2017 Christine Parlour University of California, Berkeley Making Money: Commercial banks, Liquidity Transformation and the Payment System Payments
June 8, 2017 Clara Vega Federal Reserve Board Counterparty Risk and Counterparty Choice in the Credit Default Swap Market Market Microstructure
June 15, 2017 Guihai Zhao Bank of Canada Ambiguity, Nominal Bond Yields, and Real Bond Yields Fixed Income
June 22, 2017 Paul Klemperer Oxford University Auctions
June 23, 2017 Luba Petersen Simon Fraser University Stabilizing expectations at the zero lower bound: Experimental evidence Monetary Policy
September 7, 2017 Yao Zeng University of Washington A Dynamic Theory of Mutual Fund Runs and Liquidity Management Mutual Funds
September 14, 2017 Petra Geraats Cambridge University Transparency of Monetary Policy in the Post-Crisis World Monetary Policy
September 20, 2017 Paul Hubert Science Po Central Bank Information and the Effects of Monetary Shocks Monetary Policy
October 19, 2017 Bo Sun Federal Reserve Board Contracting with Feedback Corporate Finance
November 9, 2017 Jakub Kastl Princeton University QE Reverse Auctions in the U.K. and the U.S. Monetary Policy
Content Type(s): Staff research, Seminars