|
Authors, please
upload your paper here. |
|
|
|
|
|
|
|
|
NATIONAL BUREAU OF
ECONOMIC RESEARCH, INC. |
|
|
|
|
|
SUMMER INSTITUTE
2011 |
|
|
|
|
|
Risk of Financial Institutions Workshop |
|
|
|
|
|
Mark Carey and René
Stulz, Organizers |
|
|
|
|
|
July 12 and 13,
2011 |
|
|
|
|
|
Royal Sonesta Hotel |
|
|
40 Edwin H. Land
Blvd. |
|
|
Cambridge,
Massachusetts |
|
|
|
|
|
PROGRAM |
|
|
|
|
|
Tuesday, July 12: |
|
|
|
|
|
JOINT
WITH CORPORATE FINANCE MEETING STARTING AT 10:30 AM (Program) |
|
|
|
|
|
Wednesday, July 13: |
|
|
|
|
|
8:00
am |
Continental
Breakfast |
|
|
|
|
8:30
am |
Nicola
Gennaioli, Universitat Pompeu Fabra |
|
|
Andrei
Shleifer, Harvard University and NBER |
|
|
Robert
W. Vishny, University of Chicago and NBER |
|
|
|
|
|
|
|
|
Discussant:
Matthew Richardson, New York University and NBER |
|
|
|
|
9:20
am |
George
Pennacchi, University of Illinois |
|
|
|
|
|
|
|
|
Discussant:
Robert McDonald, Northwestern University and NBER |
|
|
|
|
10:10
am |
Break |
|
|
|
|
10:30
am |
Francis
X. Diebold, University of Pennsylvania and NBER |
|
|
Kamil Yilmaz, Koç University |
|
|
Network Topology of Variance
Decompositions: Measuring the Connectedness of Financial Firms |
|
|
|
|
|
Discussant:
Andrew Lo, Massachusetts Institute of Technology and NBER |
|
|
|
|
11:20
am |
Enrico Perotti,
University of Amsterdam |
|
|
Javier
Suarez, CEMFI |
|
|
|
|
|
|
|
|
Discussant:
Arvind Krishnamurthy, Northwestern University and
NBER |
|
|
|
|
12:10
pm |
Lunch |
|
|
|
|
1:20
pm |
Andrew
Ang, Columbia University and NBER |
|
|
Francis
A. Longstaff, University of California at Los
Angeles and NBER |
|
|
Systemic Sovereign Credit Risk:
Lessons from the U.S. and Europe |
|
|
|
|
|
Discussant:
Kenneth J. Singleton, Stanford University and NBER |
|
|
|
|
2:10
pm |
Marcin Kacperczyk, New York University and NBER |
|
|
Philipp Schnabl, New York University |
|
|
|
|
|
|
|
|
Discussant:
Philip E. Strahan, Boston College and NBER |
|
|
|
|
3:00
pm |
Break |
|
|
|
|
3:30
pm |
Office
of Financial Research: What should the Research Center do? |
|
|
|
|
|
Lewis
Alexander, Federal Reserve Bank
of New York |
|
|
Richard
Berner, United States Treasury |
|
|
Markus
Brunnermeier, Princeton University and NBER |
|
|
Gary
Gorton, Yale University and NBER |
|
|
Anil
Kashyap, University of Chicago and NBER |
|
|
Allan
Mendelowitz, Committee to Establish the National
Institute of Finance |
|
|
|
|
5:30
pm |
Adjourn |
|
|
|
|
6:00
pm |
Clambake: Harvard Faculty Club, 20 Quincy Street, Cambridge, MA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|