Papers/Presentations
KEYNOTE PAPERS
- Paul Fisher "Tail risks and contract design from a financial stability perspective"
- Glenn D. Rudebusch "Four Questions about Monetary Policy Prompted by the Crisis”
- Frank Smets "The Euro Area Debt Crisis and Sovereign Bond Spread"
- Philip Turner "Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?"
CONFERENCE PAPERS
- Priscilla Burity "A Term Structure Model for Defaultable European Sovereign Bonds"
Discussion by Michael Dempster - Jean-Paul Renne "Credit and liquidity risks in euro-area sovereign yield curves"
Discussion by John Fender - Paul Whelan "Macroeconomic Uncertainty, Difference in Beliefs, and Bond Risk Premia"
Discussion by Eric Dor - Marcello Pericoli "Expected inflation, inflation risk premium and the term structure of macroeconomic announcements in the euro area and in the United States"
Discussion by Paul Mizen - Thomas Werner "Inflation risks and inflation risk premia"
Discussion by James Steeley - Jean-Sébastien Fontaine "Fed Funds futures and the Federal Reserve"
Discussion by Peter Smith - Viktors Stebunovs "Arbitrage, liquidity and exit: The repo and federal funds markets before, during, and after the financial crisis"
Discussion by Giorgio Valente - Yvan Lengwiler "How the Central Bank Talks to the Market: A Story from Switzerland"
Discussion by Rodrigo Guimaraes - Hans Dewachter "Information in the Yield Curve: an Extended Macro-Finance Approach"
Discussion by Peter Spencer - Simone Salotti "Fiscal shocks, public debt, and long-term interest rate dynamics"
Discussion by Elisa Faraglia