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Conference Time: 10th Sept 2025, 12:35:11am CEST
 

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: 10th Sept 2025, 12:35:11am CEST

 
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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

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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 Tella1,4, Benjamin Hebert1,2,4, Pablo Kurlat3,4, 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