Conference Agenda

Overview and details of the sessions of this conference. Please select a date or location to show only sessions at that day or location. Please select a single session for detailed view (with abstracts and downloads if available).

Only Sessions at Location/Venue 
 
 
Session Overview
Location: Room 103
Date: Tuesday, 28/May/2019
1:30pm
-
3:15pm
1.5: Credit Supply 1
Location: Room 103
Chair: John Sedunov, Villanova University
 

Handling Spillover Effects in Empirical Research: An Application using Credit Supply Shocks

Tobias Berg1, Daniel Streitz2

1: Frankfurt School of Finance and Management, Germany; 2: Copenhagen Business School



The Capitalization of Consumer Financing into Durable Goods Prices

Bronson Argyle1, Taylor Nadauld1, Christopher Palmer2, Ryan Pratt1

1: Brigham Young University, United States of America; 2: MIT Sloan



Why Do Banks Target ROE?

George G Pennacchi1, Joao AC Santos2

1: University of Illinois, United States of America; 2: Federal Reserve Bank of New York and Nova School of Business and Economics

3:30pm
-
5:45pm
1.3: Financial Access and Inclusion
Location: Room 103
Chair: Manuel Adelino, Duke University
 

Financial Access Under the Microscope

Sumit Agarwal1, Thomas Kigabo2, Camelia Minoiu3, Andrea Presbitero4, Andre Silva3

1: National University of Singapore, Singapore; 2: National Bank of Rwanda, Rwanda; 3: Federal Reserve Board, USA; 4: International Monetary Fund, USA



The Local Effects of Foreclosure

Christos Andreas Makridis1, Michael Ohlrogge2

1: MIT Sloan, United States of America; 2: Stanford University



Financial Inclusion, Human Capital, and Wealth Accumulation: Evidence from the Freedman's Savings Bank

Luke Stein1, Constantine Yannelis2

1: Arizona State University, United States of America; 2: University of Chicago, United States of America



Disaster Lending: “Fair” Prices, but “Unfair” Access

Taylor Begley1, Umit Gurun2, Amiyatosh Purnanandam3, Daniel Weagley4

1: Washington University, St. Louis; 2: UT Dallas; 3: University of Michigan; 4: Georgia Institute of Technology, United States of America

Date: Wednesday, 29/May/2019
8:30am
-
10:15am
3.1: Securitization and Liquidity
Location: Room 103
Chair: Christa Bouwman, Texas A&M University
 

Liquidity and Securitization

Yunzhi Hu1, Douglas Diamond2, Raghuram Rajan2

1: UNC Chapel Hill, United States of America; 2: University of Chicago, Booth School of Business



Securitization and Screening Incentives: Evidence from Mortgage Processing Time

Dong Beom Choi1, Jung-Eun Kim2

1: Federal Reserve Bank of New York, United States of America; 2: Federal Reserve Bank of Richmond



Risk Transfer and Foreclosure Law: Evidence from the Securitization Market

Huyen Ngoc Phuong Nguyen1, Danny McGowan2

1: University of Nottingham, United Kingdom; 2: University of Birmingham, United Kingdom

10:30am
-
12:15pm
5.6: Credit Supply 2: Bank Credit Supply Shocks
Location: Room 103
Chair: Janis Skrastins, Washington University in St Louis
 

Business Group Spillovers: Evidence from the Golden Quadrilateral in India

Daniel Wolfenzon1, Lakshmi Naaraayanan2

1: Columbia University, United States of America; 2: Hong Kong University of Science and Technology



Credit Supply Shocks and Human Capital: Evidence from a Change in Accounting Norms

Claire Celerier, Andrada Bilan, Luciana Barbosa

University of Toronto, Canada



Rollover Risk and Bank Lending Behavior

Martina Jasova1, Caterina Mendicino2,4, Dominik Supera3

1: Barnard College, Columbia University, United States of America; 2: European Central Bank, Germany; 3: Wharton School, University of Pennsylvania, USA; 4: Bank of Portugal, Portugal

2:00pm
-
4:15pm
7.2: Liquidity 1: Liquidity in Financial markets
Location: Room 103
Chair: Loriana Pelizzon, SAFE Goethe University
 

Liquidity provision: Normal times vs Crashes

Ravi Jagannathan1, Loriana Pelizzon2, Ernst Schaumburg3, Mila Getmansky Sherman4, Darya Yuferova5

1: Kellogg School of Management, Northwestern University; 2: Goethe University Frankfurt - Center of Excellence SAFE and Ca' Foscari University of Venice; 3: AQR Capital Management LLC; 4: Isenberg School of Management, University of Massachusetts Amherst; 5: Norwegian School of Economics, Norway



Asset Heterogeneity In Over-The-Counter Markets

Konstantin Milbradt

Northwestern University, United States of America



The value of ETF liquidity

Marta Khomyn1, Talis Putnins1,2

1: University of Technology Sydney, Australia; 2: Stockholm School of Economics in Riga



Funding Liquidity and Market Liquidity: the Broker-Dealer Perspective

Xing {Alex} Zhou, Marco Macchiavelli

Federal Reserve Board, United States of America

Date: Thursday, 30/May/2019
8:30am
-
10:15am
6.4: Liquidity 2: Liquidity and and Intermediation
Location: Room 103
Chair: Allen N. Berger, University of South Carolina
 

Liquidity Support in Financial Institutions

Falko Fecht1, Egemen Genc2, Yigitcan Karabulut1,3

1: Frankfurt School of Finance and Management, Germany; 2: Rotterdam School of Management, Erasmus Univerity; 3: CEPR



The Coordination of Intermediation

Ming Yang1, Yao Zeng2

1: Duke University; 2: University of Washington



Eliminating the Tax Shield through Allowance for Corporate Equity: Cross-border Credit Supply Effects

Sonny Biswas, Balint Horvath, Wei Zhai

University of Bristol, United Kingdom

10:30am
-
12:15pm
4.1: Liquidity 3: Liquidity in Markets and Institutions
Location: Room 103
Chair: Richard Rosen, Federal Reserve Bank of Chicago
 

A Theory of Liquidity in Private Equity

Vincent Maurin1, David Robinson2, Per Strömberg1

1: Stockholm School of Economics; 2: Duke University



The Wall Street Stampede: Exit As Governance With Interacting Blockholders

Dragana Cvijanovic1, Amil Dasgupta2, Konstantinos Zachariadis3

1: University of North Carolina, Chapel Hill; 2: London School of Economics, United Kingdom; 3: Queen Mary, University of London



Who Provides Liquidity, and When?

Sida Li1, Xin Wang2, Mao Ye3

1: University of Illinois at Urbana-Champaign; 2: Nanyang Technological University; 3: University of Illinois at Urbana-Champaign and NBER

2:00pm
-
4:15pm
2.4: Credit Supply 3: Clogged Arteries in Credit Supply
Location: Room 103
Chair: Amiyatosh Purnanandam, University of Michigan
 

Clogged Intermediation: Were Home Buyers Crowded Out?

Dong Beom Choi1, Hyun-Soo Choi2, Jung-Eun Kim3

1: Federal Reserve Bank of New York, United States of America; 2: Singapore Management University; 3: Federal Reserve Bank of Richmond



The Price of Hate: Household Finance and Non-Pecuniary Preferences

Barbara Bliss1, Joey Engelberg2, Mitch Warachka1

1: University of San Diego, United States of America; 2: University of California San Diego



Heterogeneous Sensitivities to Interest Rate Changes: Evidence from Consumer Loans

Jacelly Cespedes

University of Minnesota, United States of America



Do Bank Bailouts Affect The Provision Of Trade Credit?

Lars Norden1, Gregory F. Udell2, Teng Wang3

1: Getulio Vargas Foundation, Brazil; 2: Indiana University, USA; 3: Board of Governors of the Federal Reserve System, USA


 
Contact and Legal Notice · Contact Address:
Conference: FIRS 2019
Conference Software - ConfTool Pro 2.6.128
© 2001 - 2019 by Dr. H. Weinreich, Hamburg, Germany