Advances in Fixed Income and Macro-Finance Research

Meet-and-Greet

Session 1: The Reserve Supply Channel of Unconventional Monetary Policy

Chair: Jens Christensen, Federal Reserve Bank of San Francisco

Authors: William Diamond, Wharton

Zhengyang Jiang, Northwestern Kellogg

Yiming Ma, Columbia Business School

Discussant: David R. Skeie, University of Warwick

Download slides (Skeie) (pdf, 473 kb)

Session 2: Segmented Arbitrage

Chair: Sermin Gungor, Bank of Canada

Authors: Emil Siriwardane, Harvard Business School

Adi Sunderam, Harvard Business School

Jonathan Wallen, Harvard Business School

Discussant: Jonathan Goldberg, Federal Reserve Board

Download paper (Wallen) (pdf, 3.08 mb)

Download slides (Goldberg) (pdf, 608 kb)

Session 3: Monetary Policy and the Maturity Structure of Public Debt

Chair: Antonio Diez de los Rios, Bank of Canada

Author: Michele Andreolli, London Business School

Discussant: Iryna Kaminska, Bank of England

Download paper (Andreolli) (pdf, 6.75 mb)

Download slides (Andreolli) (pdf, 1.37 mb)

Conference Organizers:

Jens Christensen, Federal Reserve Bank of San Francisco

Antonio Diez de los Rios, Banque du Canada

Jean-Sébastien Fontaine, Banque du Canada

Scheduled session speakers in bold.