Conference Agenda

Please note that all times are shown in the time zone of the conference. The current conference time is: 9th May 2025, 03:53:18pm CEST

 
Only Sessions at Location/Venue 
 
 
Session Overview
Location: Reduta | Choir Room (via courtyard, floor 2)
Date: Thursday, 22/Aug/2024
9:00am
-
10:30am
FI 02: Frictions in the Treasury market
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Wenhao Li, USC Marshall School of Business
 

Dealer Capacity and US Treasury Market Functionality

Darrell Duffie1, Michael Fleming2, Frank Keane2, Claire Nelson3, Or Shachar2, Peter Van Tassel4

1: Stanford, United States of America; 2: Federal Reserve Bank of New York; 3: Princeton University; 4: Unaffiliated



The Central Bank's Balance Sheet and Treasury Market Disruptions

Adrien D'Avernas1, Damon Petersen2, Quentin Vandeweyer3

1: Stockholm School of Economics; 2: MIT Sloan School of Management; 3: University of Chicago Booth School of Business



LTCM Redux? Hedge Fund Treasury Trading and Funding Fragility

Mathias Kruttli1,3, Phillip Monin2, Lubomir Petrasek2, Sumudu Watugala1

1: Indiana University - Kelley School of Business, United States of America; 2: Federal Reserve Board of Governors, United States of America; 3: Oxford-Man Institute of Quantitative Finance, University of Oxford, United Kingdom

11:00am
-
12:30pm
FI 04: Banks and fintech
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Florian Heider, LIF-SAFE & Goethe University Frankfurt
 

Open Banking and Customer Data Sharing: Implications for FinTech Borrowers

Rachel J. Nam1,2

1: Goethe University Frankfurt; 2: Leibniz Institute for Financial Research SAFE



Borrowing from a Bigtech Platform

Jian Li1, Stefano Pegoraro2

1: Columbia Business School, United States of America; 2: University of Notre Dame, United States of America



From Competitors to Partners: Banks’ Venture Investments in Fintech

Manju Puri1, Yiming Qian2, Xiang Zheng2

1: Duke University; 2: University of Connecticut, United States of America

2:00pm
-
3:30pm
FI 06: Bank deposits
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Richard Stanton, U.C. Berkeley
 

Distortive Effects of Deposit Insurance: Administrative Evidence from Deposit and Loan Accounts

Dominic Cucic1, Rajkamal Iyer2, Sotirios Kokas3, Jose Luis Peydro2, Stefano Pica4

1: Danmarks Nationalbank, Denmark; 2: Imperial College London, CEPR; 3: University of Essex; 4: Bank of Italy



The Making of an Alert Depositors: How Payment and Interest Drive Deposit Dynamics

Xu Lu1, Yang Song1, Yao Zeng2

1: University of Washington; 2: University of Pennsylvania



Depositors and Negative Rates: Evidence from Transaction Data

Giuseppe Floccari1, Aggie Van Huisseling2, Jeannine Van Reeken2

1: Banca d'Italia; 2: ABN Amro Group Economics

4:00pm
-
5:30pm
FI 08: Payments and liquidity provision
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Iñaki Aldasoro, Bank for International Settlements
 

Payments, Reserves, and Financial Fragility

Itay Goldstein1, Ming Yang2, Yao Zeng1

1: University of Pennsylvania, United States of America; 2: University College London, United Kingdom



The Deposit Business at Large vs. Small Banks

Adrien d'Avernas1, Andrea Eisfeld2, Can Huang3, Richard Stanton4, Nancy Wallace4

1: Stockholm School of Economics, Sweden; 2: UCLA Anderson School of Management; 3: Gies College of Business; 4: Haas School of Business



Shadow Always Touches the Feet: Implications of Bank Credit Lines to Non-Bank Financial Intermediaries

Viral Acharya2, Maximilian Jager1, Manasa Gopal3, Sascha Steffen1

1: Frankfurt School, Germany; 2: NYU Stern School of Business; 3: Georgia Institute of Technology | Scheller College of Business

Date: Friday, 23/Aug/2024
9:00am
-
10:30am
FI 10: Access to bank credit
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Evren ORS, HEC Paris
 

Blended Finance and Female Entrepreneurship

Halil Aydin5, Cagatay Bircan1,3, Ralph De Haas1,2,4

1: European Bank for Reconstruction and Development, United Kingdom; 2: KU Leuven; 3: University College London; 4: CEPR; 5: Central Bank of the Republic of Turkey



The Effect of Minority Bank Ownership on Minority Credit

Agustin Hurtado1, Jung Sakong2

1: University of Maryland Smith School of Business; 2: Federal Reserve Bank of Chicago, United States of America



The Role of Family Networks in First-Credit Access

Lorena Keller1, Miguel Angel Carpio2, Alessandro Tomarchio3

1: Wharton School, University of Pennsylvania, United States of America; 2: Universidad de Piura; 3: Central Bank of Peru

11:00am
-
12:30pm
FI 12: Fixed income funds
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Jaewon Choi, Seoul National University
 

Intermediary Balance Sheet Constraints, Bond Mutual Funds’ Strategies, and Bond Returns

Mariassunta Giannetti1, Chotibhak Jotikasthira2, Andreas Rapp3, Martin Waibel1

1: Stockholm School of Economics, Sweden; 2: Southern Methodist University; 3: Federal Reserve Board



ETFs, Illiquid Assets, and Fire Sales

Karamfil Todorov1, John Shim2

1: BIS (Bank for International Settlements); 2: University of Notre Dame Mendoza College of Business



Risk-Adjusting the Returns to Private Debt Funds

Michael Weisbach, Thomas Flanagan, Isil Erel

Ohio State University, United States of America

2:00pm
-
3:30pm
FI 14: Mutual fund performance
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Aleksandra Rzeznik, York University
 

Displaced by Big Data: Evidence from Active Fund Managers

Maxime Bonelli1, Thierry Foucault2

1: London Business School (LBS); 2: HEC, Paris



(Not) Everybody's Working for the Weekend: A Study of Mutual Fund Manager Effort

Boone Bowles1, Rich Evans2

1: Texas A&M University, United States of America; 2: University of Virginia, Darden Business School



Nationalism, Subtle Bias, and Labor Outcomes: Evidence from Global Mutual Funds

Richard Evans1, Michael Young2

1: University of Virginia; 2: University of Missouri

Date: Saturday, 24/Aug/2024
9:00am
-
10:30am
HF 05: Housing and mortgage decisions
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Francisco Gomes, London Business School
 

Mortgage Refinancing during Tightening Monetary Policy: Evidence from the United Kingdom

Philippe Bracke2, Joao Cocco1, Elena Markoska2, Purnoor Tak1

1: London Business School, United Kingdom; 2: Bank of England



Housing and Portfolio Choice over the Wealth Distribution

Zoltan Racz

Stockholm School of Economics, Sweden

11:00am
-
12:30pm
HF 06: House prices, interest risk, and inflation
Location: Reduta | Choir Room (via courtyard, floor 2)
Chair: Martin Berka, Massey University
Chair: Pavel Gertler, National Bank of Slovakia
 

Households' Response to the Wealth Effects of Inflation

Philip Schnorpfeil1, Michael Weber2, Andreas Hackethal1

1: Goethe University Frankfurt; 2: University of Chicago



House Price Perceptions and the Housing Wealth Effect

Louiza Bartzoka

Copenhagen Business School



Interest-rate risk and household portfolios

Sylvain Catherine2, Max Miller1, James Paron2, Natasha Sarin3

1: Harvard University, United States of America; 2: Wharton; 3: Yale


 
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