Treasury Markets Conference Schedule
LOCATION: Gleacher Center
Presentations will take place in room 308 and lunch in the Midway Club (5th Floor)
| Time | Activity |
|---|---|
| 8:00—9:00 am | Continental Breakfast |
| 9:00—9:50 am |
Expectations and the Term Structure of Interest Rates Presenter: Alireza Tahbaz-Salehi (Northwestern University) Coauthors: Pooya Molavi (Northwestern University) and Andrea Vedolin (Boston University) Discussant: Chen Wang (University of Notre Dame) |
| 9:50—10:00 am | Break |
| 10:00—10:50 am | Liquidity Flows to Bank-Affiliated Broker Dealers: Insights from Volumes and Prices Presenter: Jennie Bai (Georgetown University) Coauthors: Erik Bostrom (FRB), Sebastian Infante (FRB), and Victoria Ivashina (Harvard University) Discussant: Robert Jay Kahn (Federal Reserve Board of Governors) |
| 10:50—11:00 am | Break |
| 11:00—11:50 am | A European Safe Asset? Not Without the Investors Presenter: Giovanni Bonfanti (Columbia University) Coauthor: Juri Marcucci (Bank of Italy) Discussant: Veronica de Falco (Imperial Business School) |
| noon—1:00 pm |
Lunch (Midway Club, 5th floor) |
| 1:00—1:50 PM | Keynote Address: Treasury Demand Speaker: Lukas Schmidt (University of Southern California) |
| 1:50—2:00 pm | Break |
| 2:00—2:50 pm | The US Treasury Funding Advantage Since 1860 Presenter: Jonathan Payne (Princeton University) Coauthors: Clemens Lehner (Columbia), Jack Shurtleff (FRB), and Bálint Szőke (FRB) Discussant: David Zeke (Board of Governors of the Federal Reserve System) |
| 2:50—3:00 pm | Break |
| 3:00—3:50 pm | What Treasury Auctions Reveal About Investor Demand Presenter: Fabricius Somogyi (Northeastern University) Coauthors: Jonathan Wallen (Harvard Business School) and Lingdi Xu (Harvard University) Discussant: Filippo Cavaleri (University of Chicago) |
| 3:50—4:00 pm | Break |
| 4:00—4:50 pm | A Demand System for the Repo Market: Implications for Repo and Treasury Pricing Presenter: Davide Tomio (Texas A&M University) Coauthors: Lorianna Pelizzon (Goethe University Frankfurt), Andrea Poinelli (Deutche Bundesbank), Benoit Nguyen (ECB), and Tobias Linzert (ECB) Discussant: Manav Chaudhary (London School of Economics) |
| 4:50—5:00 pm | Closing Remarks |
| 6:00 pm |
Dinner - Avec River North (note: dinner is for faculty and presenters only) |