The Yield Curve and New Developments in Macro-finance:
What have we learnt from the 2007-2010 financial crises? Clare College "The Yield Curve and New Developments in Macro-Finance:
What have we learnt from the 2007-2010 financial crises?" The Centre for International Macroeconomics and Finance (University of Cambridge), the IÉSEG-School of Management (Lille Catholic University) and the Money, Macro Finance Group organised this academic conference to tackle issues related to recent developments in links between macroeconomics and financial markets, with special emphasis on the yield curve. One of the aims of this 2-day conference was to offer the opportunity to exchange views between experts as regards the possible implications of the lessons from the recent financial crisis on research in macro-finance. This conference was also sponsored by the European Central Bank. Thursday, 1 September 2011 Garden Room Riley Auditorium Keynote speech Session 1: 9.15 a.m. - 11.00 a.m. “A Term Structure Model for Defaultable European Sovereign Bonds” Garden Room Riley Auditorium “Credit and liquidity Risks in euro-area Sovereign Yield Curves” Session 3: 12.15 p.m. - 1.00 p.m. “Macroeconomic Uncertainty, Differences in Belief, and Bond Risk Premia” Garden Room Session 4: 2.30 p.m. - 3.15 p.m. “Expected inflation, inflation risk premium and the term structure of macroeconomic announcements in the euro area and in the United States” Session 5: 3.15 p.m. - 4.00 p.m. “Inflation risks and inflation risk premia” Garden Room Riley Auditorium Scholar’s Garden Friday, 2 September 2011 Garden Room Riley Auditorium Session 6: 10.00 a.m. - 10.45 a.m. “Fed Funds futures and the Federal Reserve” Garden Room Riley Auditorium “Arbitrage, liquidity and exit: The repo and federal fund markets before, during, and after the financial crisis” Session 8: 12.00 p.m. - 12.45 p.m. “How the Central Bank Talks to the Market: A Story from Switzerland” Garden Room Riley Auditorium “An Extended Macro-Finance Model with Financial Factors” Session 10: 2.45 p.m. - 3.30 p.m. “Fiscal shocks, public debt, and long-term interest rate dynamics” Garden Room Riley Auditorium Riley Auditorium
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