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Programme 2013

August 27-28, 2013, Copenhagen Business School The conference is organized by the FRIC Center and the ERC project FRICTIONS. The conference focuses on the economic consequences of financial frictions in global capital markets. The conference will take place at Solbjerg Plads in room SP202(Carlsberg aud) Organized by: David Lando and Lasse Heje Pedersen Program  
Tuesday, August 27, 2013 - at SP202 (Carlsberg aud)
8:00 Registration and coffee
9:00 Welcome and opening remarks David Lando and Lasse Heje Pedersen
9:15 Annette Vissing-Jørgensen (More information), Haas School of Business, UC Berkeley Diagnosing Europe: What can we learn from the effects of ECB interventions?
  Discussant: Paul Söderlind (More information), Swiss Institute for Banking and Finance, University of St. Gallen Slides Søderlind
10:00 Adi Sunderam (More information), Harvard Business School Money Creation and the Shadow Banking System
  Tobias Adrian (More information), Federal Reserve Bank of New York
10:45 Coffee break
11:15 Keynote speaker: Hyun Song Shin (More information), Princeton University Two Phases of Global Liquidity Slides Shin
12:00 Lunch
13:30 Ralph Koijen (More information), London Business School Shadow Insurance
  Adair Morse (More information), University of Chicago (Visiting UC Berkeley)
14:15 Samuel G. Hanson (More information), Harvard Business School Mortgage Convexity Slides Hanson
  Discussant: Peter Feldhütter (More information), London Business School Slides Feldhütter
15:00 Coffee break
15:30 Keynote speaker: Yakov Amihud (More Information), Stern School of Business, New York University An overview of liquidity and asset pricing: implications for the current economic environment
16:30 Cocktail reception
Wednesday, August 28, 2013 - at SP202 (Carlsberg aud)
8:00 Coffee
9:00 Keynote speaker: Jean Tirole, Toulouse School of Economics Liquid Bundles
9:45 Yuliy Sannikov (More information), Princeton University Quiet Times and Financial FragilitySlides Sannikov
  Discussant: Guillaume Plantin (More information), IDEI Researcher, University of Toulouse Slides Plantin
10:30 Coffee break
11:00 Dimitri Vayanos (More information), London School of Economics Asset Management Contracts and Equilibrium Prices Slides Vayanos
  Discussant: Sergey Chernenko (More information), Fisher College of Business, The Ohio State University Slides Chernenko
11:45 Harrison Hong (More information), Princeton University Speculative Betas Slides Harrison
  Discussant: Christopher Polk (More information), London School of Economics
12:30 Closing remarks: David Lando and Lasse Heje Pedersen
12:45 Lunch
 

Last updated by: Ida Willumsen 08/09/2017