Federal Reserve System Day Ahead Conference on Financial Markets and Institutions

The Federal Reserve Bank of Chicago and the Federal Reserve Bank of Dallas are sponsoring the fifth annual “day ahead” conference on Thursday, January 5, 2012, (the day before the beginning of the 2012 ASSA meetings in Chicago). The Federal Reserve System employs a large number of economists whose primary research interests relate to financial markets and financial institutions. This is an extremely important area, as witnessed by the heated policy issues debate in recent years. The goal of the “day ahead” conference is to help build a community among these economists, as well as to give them the opportunity to develop ties outside the System. Holding the conference around the ASSA meetings has been helpful in increasing the number of attendees.

 

All System staff members are invited to attend, but must register in advance.

 

Additional questions may be addressed to Blanca Sepulveda in the Research Department at the Federal Reserve Bank of Chicago (contact information to the right), or to members of the conference organizing committee.

 

We look forward to seeing you in Chicago in January, a “day ahead” of the start of the ASSA meetings.

Conference Organizing Committee

Doug Evanoff, Federal Reserve Bank of Chicago
Scott Frame, Federal Reserve Bank of Atlanta
Diana Hancock, Board of Governors of the Federal Reserve System
Wayne Passmore, Board of Governors of the Federal Reserve System
Harvey Rosenblum, Federal Reserve Bank of Dallas

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01/05/12
8:00 AM
Continental Breakfast
8:25 AM
Welcome
Daniel Sullivan, Federal Reserve Bank of Chicago
8:30 AM
Session 1: Empirical Asset Pricing
Chair
Loretta Mester, Federal Reserve Bank of Philadelphia
Tobias Adrian, Federal Reserve Bank of New York
Erkko Etula, Federal Reserve Bank of New York
Tyler Muir, Northwestern University
Jens Christensen, Federal Reserve Bank of San Francisco
Jose Lopez, Federal Reserve Bank of San Francisco
Glenn Rudebusch, Federal Reserve Bank of San Francisco
Daniel Beltran, Board of Governors of the Federal Reserve System
Maxwell Kretchmer, Board of Governors of the Federal Reserve System
Jaime Marquez, Board of Governors of the Federal Reserve System
Charles Thomas, Board of Governors of the Federal Reserve System
Eric Engstrom, Board of Governors of the Federal Reserve System
Andrea Ajello, Board of Governors of the Federal Reserve System
Michael Bauer, Federal Reserve Bank of San Francisco
10:00 AM
Break
10:30 AM
Session 2: Liquidity
Chair
Ravi Jagannathan, Northwestern University
Nicola Cetorelli, Federal Reserve Bank of New York
Linda Goldberg, Federal Reserve Bank of New York
Douglas Gale, New York University
Tanju Yorulmazer, Federal Reserve Bank of New York
  • Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-09 Crisis
Nada Mora, Federal Reserve Bank of Kansas City
Viral Acharya, New York University
Elizabeth Klee, Board of Governors of the Federal Reserve System
Viktors Stebunovs, Board of Governors of the Federal Reserve System
Simon Kwan, Federal Reserve Bank of San Francisco
Ned Prescott, Federal Reserve Bank of Richmond
Francisco Covas, Board of Governors of the Federal Reserve System
Arvind Krishnamurthy, Northwestern University
12:30 PM
Lunch
2:00 PM
Session 3: Federal Reserve Policy
Chair
Mitchell Petersen, Northwestern University
Christopher Neely, Federal Reserve Bank of St. Louis
Huberto Ennis, Federal Reserve Bank of Richmond
Alexander Wolman, Federal Reserve Bank of Richmond
Morten Bech, Bank for International Settlements
Spence Hilton, Federal Reserve Bank of New York
Hesna Genay, Federal Reserve Bank of Chicago
Larry Wall, Federal Reserve Bank of Atlanta
Daniel Thornton, Federal Reserve Bank of St. Louis
3:30 PM
Break
4:00 PM
Session 4: Financial Markets and the Macroeconomy
Chair
David Altig, Federal Reserve Bank of Atlanta
Jon Faust, Johns Hopkins University
Simon Gilchrist, Boston University
Jonathan Wright, Johns Hopkins University
Egon Zakrajsek, Board of Governors of the Federal Reserve System
Rochelle Edge, Board of Governors of the Federal Reserve System
Ralf Meisenzahl, Board of Governors of the Federal Reserve System
  • Modeling Credit Contagion via the Updating of Fragile Beliefs
Luca Benzoni, Federal Reserve Bank of Chicago
Pierre Collin-Dufresne, Columbia University
Robert Goldstein, University of Minnesota
Jean Helwege, University of South Carolina
John Duca, Federal Reserve Bank of Dallas
Ian Christensen, Bank of Canada
Greg Duffee, Johns Hopkins University
5:30 PM
Adjournment and Reception

 

 

 

 

Last Updated: 01/03/2012


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Hotel and Area Information

Attendees are encouraged to arrange their accommodations through the ASSA housing bureau, which is accessible at the AEA webpage.

 

The Association will allow for the extra day at the ASSA Conference rate. As most of you are aware, space is limited, so we would encourage you to arrange your accommodations as soon as possible.


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