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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).

Please note that all times are shown in the time zone of the conference. The current conference time is: 1st May 2025, 10:56:34am CEST

Session Overview

Session

3.4: Convenience Yields and Interest Rates

Time:

Thursday, 30/May/2024:

8:30am - 10:15am

Session Chair: Paymon Khorrami, Duke University

Location: Charlottenburg II

Presentations

Inflation and Treasury Convenience

Anna Cieslak¹, Wenhao Li², Carolin Pflueger³

¹Duke University; ²University of Southern California; ³University of Chicago

Discussant: Quentin Vandeweyer (University of Chicago)

Cieslak-Inflation and Treasury Convenience-1353.pdf

The Zero-Beta Interest Rate

Sebastian Di Tella^1,4, Benjamin Hebert^1,2,4, Pablo Kurlat^3,4, Qitong Wang³

¹Stanford University, United States of America; ²UC Berkeley, United States of America; ³University of Southern California, United States of America; ⁴NBER

Discussant: Asaf Manela (Washington University in St. Louis and Reichman University)

Di Tella-The Zero-Beta Interest Rate-339.pdf

Monetary Policy, Segmentation, and the Term Structure

Rohan Kekre², Moritz Lenel¹, Federico Mainardi²

¹Princeton; ²Chicago Booth

Discussant: Dejanir Silva (Purdue University)

Kekre-Monetary Policy, Segmentation, and the Term Structure-913.pdf

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