Presentations by Federal Reserve Bank of New York economists
at academic conferences, university seminars, and business and
policy meetings.
Browse Papers Presented:
2011
Tobias Adrian
“Broker-Dealer Leverage and the Cross-Section of Stock-Returns,” with Erkko Etula and Tyler Muir
Conference cosponsored by the Center for Central Banking Studies and the Financial Markets Group, held at the Bank of England, London, England, January 25
New York Stock Exchange Third Annual Conference on Hedge Funds, New York City, January 27
“Risk Appetite and Exchange Rates,” with Erkko Etula and Hyun Song Shin
International Banking Economics and Finance Association Annual Meeting, Denver, Colorado, January 8
"Shadow Banking," with Zoltan Pozsar, Adam Ashcraft, and Hayley Boesky
International Banking Economics and Finance Society Annual Meeting, Denver, Colorado, January 7
Association of Financial Economists—American Economic Association Annual Meeting, Denver, Colorado, January 8
Boston University Center for Finance, Law, and Policy conference, Boston, Massachusetts, February 27
Gara Afonso
“Trade Dynamics in the Market for Federal Funds,” with Ricardo Lagos
Bank of Canada seminar, Ottawa, Ontario, Canada, July 21
Olivier Armantier
“Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis,” with Eric Ghysels, Asani Sarkar, and Jeffrey Shrader
Federal Reserve Day-Ahead Conference on Financial Markets and Institutions, held at the Federal Reserve Bank of Kansas City, Kansas City, Missouri, January 6
Jennie Bai
“The Determinants of the CDS-Bond Basis during the Financial Crisis of 2007-2009," with
Pierre Collin-Dufresne
Thirty-Eighth Annual Meeting of the European Finance Association, Stockholm, Sweden, August 18
Northern Finance Association Meetings, Vancouver, Canada, September 17
“The International Role of the Dollar: Does It Matter If It Changes?”
Keynote address at the CESifo (Center for Economic Studies, Ifo Institute, and Munich Society for the Promotion of Economic Research) Venice Summer Institute Conference, Venice, Italy, July 22
“Issues in International Banking”
Keynote address at the conference “Issues in International Banking,” Central Bank of the Netherlands, Amsterdam, the Netherlands, May 26
“Liquidity Management of U.S. Global Banks: Internal Capital Markets in the Great Recession,” with Nicola Cetorelli
Central Bank of the Netherlands, Amsterdam, the Netherlands, May 25
NBER-Sloan Foundation Conference on the Global Financial Crisis, Bretton Woods, New Hampshire, June 3
“Micro, Macro, and Strategic Forces in International Trade Invoicing,” with Cédric Tille
NBER Summer Institute, International Finance and Macroeconomics Workshop, Cambridge, Massachusetts, July 12
Bank of England seminar, London, England, April 21
“Constructive Ambiguity in Bailout Policy”
University of Pennsylvania, Wharton School Finance Department seminar, Philadelphia, Pennsylvania, April 5
Cornell-Penn State Conference on Macroeconomics, Pennsylvania State University, University Park, Pennsylvania, April 10
“Financial Fragility and Regulation: A Diamond-Dybvig View”
Conference hosted by the Center for Advanced Study in Economic Efficiency, held at Arizona State University, Tempe, Arizona, February 12
Anna Kovner
“Stressed, not Frozen: The Federal Funds Market in the Financial Crisis,” with Gara Afonso and Antoinette Schoar
American Finance
Association Annual Meeting, Denver, Colorado, January 7
Paolo Pesenti
Discussion of “International Recessions,” by Fabrizio Perri and Vincenzo Quadrini
2011 International Conference on Real and Financial Linkage and Monetary Policy, Institute for Monetary and Economic Studies, Bank of Japan, Tokyo, Japan, June 1
Discussion of “Pricing-to-Market, Intra-Industry Reallocations, and Macroeconomic Dynamics,” by Gianmarco Ottaviano
NBER International Seminar on Macroeconomics, Central Bank of Malta, St. Julian’s, Malta, June 18
Robert Rich
“Macro Forecasts, Uncertainty, and Tail Risk Assessment: Evidence from the ECB Survey of Professional Forecasters,” with Joseph Song and Joseph Tracy
Research Council of Norway seminar, Stavanger, Norway, August 26
Asani Sarkar
“Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing during the Crisis,” with Olivier Armantier, Eric Ghysels, and Jeffrey Shrader
Forty-Sixth Annual Conference of the Western Finance Association, Santa Fe, New Mexico, June 21
Argia Sbordone
“Optimal Disinflation under Learning,” with Timothy Cogley and Christian Matthes
Society for Computational Economics, Seventeenth International Conference on Computing in Economics and Finance, San Francisco, California, July 1
University of St. Andrews Centre for Dynamic Macroeconomic Analysis conference “Expectations in Dynamic Macroeconomic Models,” St. Andrews, Scotland, September 1
Consumer Research Symposium: Financial Behavior in Turbulent Times, Federal Deposit Insurance Corporation, Washington, D.C., September 15
“Real Estate Investors, the Leverage Cycle, and the Housing Market Crisis,” with Donghoon Lee
University of California at Los Angeles Housing Economics and Research Conference, Los Angeles, California, April 30
James Vickery
“Credit Ratings and Security Prices in the Subprime MBS Market,” with Adam Ashcraft, Paul Goldsmith-Pinkham, and Peter Hull
American Economic Association Annual Meeting, Denver, Colorado, January 9
“How Does Risk Management Influence Production? Evidence from a Field Experiment,” with Shawn Cole and Xavier Giné
Review of Finance Conference on Financial Intermediation and the Real Economy, cosponsored by the Centre for Economic Policy Research, the European Banking Center at Tilburg University, HEC Business School-Paris, the New York Stock Exchange, and Euronext, Paris, France, August 22
Thirty-Eighth Annual Meeting of the European Finance Association, Stockholm, Sweden, August 19
“Is Libor Accurate? Transaction-Level Evidence from Term Funding Markets,” with David Skeie and Dennis Kuo
Financial Intermediation Research Society conference, Sydney, Australia, June 6
Forty-Sixth Annual Conference of the Western Finance Association, Santa Fe, New Mexico, June 21
Twenty-Sixth Annual Congress of the European Economic Association, Oslo, Norway, August 27
Zhenyu Wang
“Design of Contingent Capital with a Stock Price Trigger for Mandatory Conversion,” with Suresh Sundaresan
Columbia University Law School seminar, New York City, January 27
Seventh Annual Credit Risk Conference, cosponsored by Moody's Corporation and the London Business School, London, England, May 10
Financial Intermediation Research Society conference, Sydney, Australia, June 6
Columbia University School of Engineering seminar, New York City, September 9
“Valuing the Treasury’s Capital Assistance Program,” with Paul Glasserman
Financial Intermediation Research Society conference, Sydney, Australia, June 8
