Financial Market Frictions and Systemic Risks
Wenxin Du, Alp Simsek, and Chester S. Spatt, Organizers
September 20, 2024
Format: 30 minutes for authors, 20 minutes for discussants and 10 minutes for general Q&A
| Friday, September 20 | ||||
| 8:00 am | Breakfast | |||
| 8:20 am | Opening Remarks | |||
| 8:30 am |
Adrien d'Avernas, Stockholm School of Economics Quentin Vandeweyer, University of Chicago The Central Bank’s Balance Sheet and Treasury Market Disruptions
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| 9:30 am | Break | |||
| 9:45 am |
Andrea L. Eisfeldt, University of California, Los Angeles and NBER Bernard Herskovic, University of California, Los Angeles and NBER Shuo Liu, Tsinghua University Interdealer Price Dispersion and Intermediation Capacity
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| 10:45 am | Break | |||
| 11:00 am |
Kristy A.E. Jansen, University of Southern California Wenhao Li, University of Southern California and NBER Lukas Schmid, University of Southern California Granular Treasury Demand with Arbitrageurs
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| 12:00 pm | Lunch | |||
| 1:00 pm |
Matteo Maggiori, Stanford University and NBER Jesse Schreger, Columbia University and NBER Financial Linkages and Stability via Tax Havens
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| 2:00 pm | Break | |||
| 2:15 pm |
Itamar Drechsler, University of Pennsylvania and NBER Alexi Savov, New York University and NBER Philipp Schnabl, New York University and NBER Olivier Wang, New York University Banking on Uninsured Deposits
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| (The discussant's presentation will be available to in-person participants only) | ||||
| 3:15 pm |
Abhishek Bhardwaj, Tulane University Shan Ge, New York University Saptarshi Mukherjee, Northeastern University Does Loan Securitization Expose Borrowers to Non-Bank Investor Shocks?
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| 4:15 pm | Closing Remarks | |||
| 4:30 pm | Adjourn | |||