Conference on Advances in Financial Research

Date

Friday, October 4, 2019

Location

Federal Reserve Bank of San Francisco

Download agenda (pdf, 93 kb)

Welcome and Introductory Remarks
Glenn Rudebusch, Executive Vice President and Senior Policy Advisor, Federal Reserve Bank of San Francisco

Bank Market Power and Monetary Policy Transmission
Presenter: Kairong Xiao, Columbia University
Discussant: Valentin Haddad, University of California, Los Angeles

Download paper (pdf, 1.5 mb)

Bank Balance Sheet Capacity and the Limits of Shadow Banks
Presenter: Greg Buchak, Stanford University
Discussant: Ramona Dagostino, University of Rochester

Download paper (pdf, 1.3 mb)

Valuing Private Equity Investments Strip by Strip
Presenter: Arpit Gupta, New York University
Discussant: Thomas Gilbert, University of Washington

Download paper (pdf, 2.2 mb)

Keynote Speaker:
Sydney Ludvigson, New York University

Benchmark Interest Rates When the Government is Risky
Presenter: Patrick Augustin, McGill University
Discussant: Tony Zhang, Boston University

Download paper (pdf, 1.6 mb)

Mortgage Pricing and Monetary Policy
Presenter: Matteo Benetton, University of California at Berkeley
Discussant: Daniel Greenwald, Massachusetts Institute of Technology

Institutional Investors, the Dollar, and U.S. Credit Conditions
Presenter: Friederike Niepmann, Federal Reserve Board
Discussant: Or Shachar, Federal Reserve Bank of New York

Download paper (pdf, 1.7 mb)

Conference organizer:
Thomas M. Mertens, Federal Reserve Bank of San Francisco

Program Committee:
Michael D. Bauer, Federal Reserve Bank of San Francisco
Kevin J. Lansing, Federal Reserve Bank of San Francisco
Pascal Paul, Federal Reserve Bank of San Francisco